✦ LIBER ✦

Co-Integration and Error Correction: Representation, Estimation, and Testing

✍ Scribed by Robert F. Engle and C. W. J. Granger

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for co-integration and nonlinear

✍ Rehim Kılıç 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 795 KB

Co-integration and error-correction mode

✍ N.Emmanuel Tambi 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 120 KB

Phase error estimation and correction in

✍ Lee, H.; Chiao, R.Y. 📂 Article 📅 1990 🏛 IEEE ⚖ 250 KB

Some Results on Cointegration with Rando

✍ P. W. Fong; W. K. Li 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 225 KB

Interaction and representational integra

✍ Matthew Goldrick; H. Ross Baker; Amanda Murphy; Melissa Baese-Berk 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 583 KB

PRACTITIONERS' CORNER:Triangular Represe

✍ Nunzio Cappuccio; Diego Lubian 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 71 KB