Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger.
Tipo de material:
Tipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
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Biblioteca Central Tijuana | Acervo General | HB139 L65 1991 (Browse shelf(Abre debajo)) | 1 | Disponible | TIJ078113 |
Incluye referencias bibliográficas e índice.
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.