Книги з теми "Cointegration"
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Rao, B. Bhaskara, ed. Cointegration. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-23529-2.
Hansen, Peter Reinhard. Workbook on cointegration. Oxford [England]: Oxford University Press, 1998.
Tsolaki, E. Cointegration in time series. Manchester: UMIST, 1996.
Hussain, Shakir. On cointegration and persistence. Stockholm, Sweden: Almqvist & Wiksell International, 1995.
Fund, International Monetary, ed. Cointegration and long-horizon forecasting. Washington, D.C: International Monetary Fund, 1997.
1939-, Bhaskara Rao B., ed. Cointegration for the applied economist. New York: St. Martin's Press, 1994.
Davidson, James E. H. Cointegration in linear dynamic systems. London: London School of Economics and Political Science, 1986.
Hendry, David F. Cointegration and dynamics in economics. Amsterdam: North-Holland, 1997.
Hylleberg, Svend. Cointegration and error correction mechanisms. Aarhus, Denmark: Institute of Economics, University of Aarhus, 1988.
Christoffersen, Peter F. Cointegration and long-horizon forecasting. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1997.
Sandhu, Baljinder S. Labour demand: A cointegration analysis. [s.l.]: typescript, 1993.
R, Ericsson Neil, ed. Cointegration, exogeneity and policy analysis. New York: Elsevier Science, 1992.
1939-, Bhaskara Rao B., ed. Cointegration for the applied economist. 2nd ed. Basingstoke: Palgrave Macmillan, 2007.
Hylleberg, S. Cointegration and error correction mechanisms. Southampton: University of Southampton, Dept. of Economics, 1988.
1939-, Bhaskara Rao B., ed. Cointegration for the applied economist. 2nd ed. New York: Palgrave Macmillan, 2008.
1939-, Bhaskara Rao B., ed. Cointegration for the applied economist. 2nd ed. New York: Palgrave Macmillan, 2008.
Silvapulle, Paramsothy. The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests. Bundoora, Vic., Australia: La Trobe University, Schools of Economics and Commerce, 1995.
B, Fomby Thomas, and Rhodes George F, eds. Co-integration, spurious regressions and unit roots. Greenwich, Conn: JAI Press, 1990.
Maddala, G. S. Unit roots, cointegration, and structural change. Cambridge [England]: Cambridge University Press, 1998.
Dhrymes, Phoebus J. Time series, unit roots, and cointegration. San Diego: Academic Press, 1998.
Fund, International Monetary, ed. Cointegration of international stock market indices. Washington, D.C: International Monetary Fund, 1994.
Diebold, Francis X. On cointegration and exchange rate dynamics. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1993.
P, Hargreaves Colin, ed. Nonstationary time series analysis and cointegration. Oxford [England]: Oxford University Press, 1994.
Attfield, C. L. F. Okun's Law, cointegration and gap variables. Bristol: University ofBristol, Department of Economics, 1996.
Callen, T. S. Manufacturing stocks: Expectations, risk and cointegration. London: Bank of England, 1989.
McDermott, C. John. Cointegration: Origins and significance for economists. [New Zealand]: Reserve Bank of New Zealand, Economic Dept., 1990.
Robinson, P. M. Semiparametric frequency domain analysis of fractional cointegration. London: Suntory Centre, 1998.
Hubrich, Kirstin. Cointegration Analysis in a German Monetary System. Heidelberg: Physica-Verlag HD, 2001. http://dx.doi.org/10.1007/978-3-642-99815-7.
Tkacz, Greg. Fractional cointegration and the demand for M1. Ottawa: Bank of Canada, 2000.
Bansal, Ravi. Cointegration and consumption risks in asset returns. Cambridge, Mass: National Bureau of Economic Research, 2007.
Gregory, Allan W. Testing for cointegration in linear quadratic models. Kingston, Ont: Institute for Economic Research, Queen's University, 1991.
F, Engle R., and Granger, C. W. J. 1934-, eds. Long-run economic relationships: Readings in cointegration. Oxford: Oxford University Press, 1991.
Fund, International Monetary, ed. An empirical analysis using Johansen's cointegration approach. Washington, D.C: International Monetary Fund, 1994.
Phillips, Peter C. B. Lectures on unit roots, cointegration and nonstationarity. New Haven, CT: The author, 1995.
H, Baltagi Badi, ed. Nonstationary panels, panel cointegration, and dynamic panels. New York: JAI, 2000.
Haug, Alfred A. Tests for cointegration: a Monte Carlo comparison. Toronto, Ont: York University, Department of Economics, 1993.
Bansal, Ravi. Cointegration and consumption risks in asset returns. Cambridge, MA: National Bureau of Economic Research, 2007.
Pesaran, Hashem. Cointegration and speed of convergence to equilibrium. Cambridge: Departmentof Applied Economics, University of Cambridge, 1993.
Hubrich, Kirstin. Cointegration analysis in a German monetary system. New York: Physica-Verlag, 2001.
Johnson, David R. Cointegration, error correction and purchasing power parity. Waterloo, Ont: School of Business and Economics, Wilfrid Laurier University, 1987.
Moos, Waike. Stochastische versus deterministische Trends im Rahmen der Cointegration. Wiesbaden: Deutscher Universitätsverlag, 1996. http://dx.doi.org/10.1007/978-3-663-08984-1.
Gardeazabal, Javier, and Marta Regúlez. The Monetary Model of Exchange Rates and Cointegration. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-642-48858-0.
Jibril, Binta T. A. Cointegration, error correction and monetary dynamics in Nigeria. [s.l.]: typescript, 1992.
Dehn, Jan. Cointegration time series analysis of aggregate import demand. [s.l.]: typescript, 1994.
Broersma, Lourens. A cointegration model for search equilibrium wage formation. [Washington D.C.]: International Monetary Fund, Policy Development and Review Dept., 2004.
Qian, Ying. Do steel prices move together?: A cointegration test. Washington, DC: World Bank International Economics Department, 1990.
Engle, R. F. Estimating sectorial cycles using cointegration and common features. Cambridge, MA: National Bureau of Economic Research, 1993.
Benati, Luca. Band-pass filtering, cointegration, and business cycle analysis. London: Bank of England, 2001.
Benati, Luca. Band-pass filtering, cointegration, and business cycle analysis. London: Bank of England, 1997.
Hunt, Lester C. Analysis of UK energy demand using multivariate cointegration. Guildford: University of Surrey, 1995.