Matches in Harvard for { <http://id.lib.harvard.edu/aleph/002216066/catalog> ?p ?o. }
Showing items 1 to 29 of
29
with 100 items per page.
- catalog alternative "Cointegration.".
- catalog contributor b3189502.
- catalog contributor b3189503.
- catalog contributor b3189504.
- catalog created "1991.".
- catalog date "1991".
- catalog date "1991.".
- catalog dateCopyrighted "1991.".
- catalog description "(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.".
- catalog description "Includes bibliographical references and indexes.".
- catalog description "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.".
- catalog extent "viii, 301 p. :".
- catalog identifier "0198283385".
- catalog isPartOf "Advanced texts in economics".
- catalog issued "1991".
- catalog issued "1991.".
- catalog language "eng".
- catalog publisher "Oxford ; New York : Oxford University Press,".
- catalog subject "330/.01/5195 20".
- catalog subject "Cointegration.".
- catalog subject "Econometric models.".
- catalog subject "Econometrics.".
- catalog subject "HB139 .L66 1991".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "(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.".
- catalog tableOfContents "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.".
- catalog title "Cointegration.".
- catalog title "Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger.".
- catalog type "text".