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Long-run economic relationships readings in cointegration

R. F Engle (Robert F.); C. W. J Granger 1934- (Clive William John)

Oxford New York Oxford University Press 1991

Localização: FEA - Fac. Econ. Adm. e Contab.  ACERVO DELFIM NETTO  (B30.3.4 ) e outros locais(Acessar)

  • Título:
    Long-run economic relationships readings in cointegration
  • Autor: R. F Engle (Robert F.); C. W. J Granger 1934- (Clive William John)
  • Assuntos: Econometrics; Time-series analysis; Econometric models; Cointegration; ESTATÍSTICA APLICADA; ECONOMIA (ADMINISTRAÇÃO); ECONOMIA (APLICAÇÕES); FINANÇAS (APLICAÇÕES); ANÁLISE DE SÉRIES TEMPORAIS; ECONOMETRIA; Econometrics; COLETÂNEA
  • Notas: Includes bibliographical references and indexes
  • Descrição: Variable trends in economic time series / James H. Stock and Mark W. Watson -- Econometric modelling with cointegrated variables : an overview / David F. Hendry -- Developments in the study of cointegrated economic variables /C.W.J. Granger -- Co-integration and error correction : representation, estimation, and testing / Robert F. Engle and C.W.J. Granger -- Forecasting and testing in co-integrated systems / Robert F. Engle and Byung Sam Yoo -- Statistical analysis of cointegration vectors / Søren Johansen -- Testing for common trends / James H. Stock and Mark W. Watson -- Multicointegration / C.W.J. Granger and Tae-Hwy Lee -- Cointegration and tests of present value models / John Y. Campbell and Robert J. Shiller -- Merging short- and long-run forecasts : an application of seasonal cointegration to monthly electricity sales forecasting / R.F. Engle, C.W.J. Granger, and J.J. Hallman (Cont.) Cointegrated economic time series : an overview with new results / Robert F. Engle and B. Sam Yoo -- Critical values for cointegration tests / James G. MacKinnon -- Some recent generalizations of cointegration and the analysis of long-run relationships / Clive W.J. Granger
  • Títulos relacionados: Série:Advanced texts in econometrics
  • Editor: Oxford New York Oxford University Press
  • Data de publicação: 1991
  • Formato: viii, 301 p. ill. 24 cm.
  • Idioma: Inglês

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