by
Harris, Richard I. D., 1957-
Format:
Books
Publication Date
1995
Excerpt:
Using cointegration analysis in econometric modelling / Harris, Richard I. D., 1957-
by
Engle, R. F. (Robert F.)
Format:
Books
Publication Date
1999
Excerpt:
Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger / Engle
by
Mukherjee, Chandan.
Format:
Books
Publication Date
1998
Excerpt:
transformations to stationarity. 11. Misspecification and autocorrelation. 12. Cointegration and the error
by
Johansen, Søren, 1939-
Format:
Books
Publication Date
1995
Excerpt:
. Determination of Cointegrating Rank. 13. Asymptotic Properties of the Estimators. 14. The Power Function of the