Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger.
Tipo de material:
TextoSeries Advanced texts in econometrics | Advanced texts in econometricsEditor: Oxford ; New York : Oxford University Press, 1991Descripción: viii, 301 páginas : ilustraciones ; 24 cmTipo de contenido: - texto
- no mediado
- volumen
- 0198283385
- 0198283393
- 9780198283386
- 9780198283393
- 330.015195 L849 1991
| Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Estado | Notas | Fecha de vencimiento | Código de barras | Reserva de ítems | |
|---|---|---|---|---|---|---|---|---|---|
| Libro | Biblioteca Central | Colección General | 330.015195 L849 1991 (Navegar estantería(Abre debajo)) | Disponible | GEN | 33409002812307 |
Incluye bibliografía.
(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.
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.
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