✦ LIBER ✦

MALCOLM. The Theory and Practice of Cointegration Analysis in RATS

✍ Scribed by Les Oxley

Book ID: 108514596
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 469 KB
Volume: 14
Category: Article
ISSN: 0950-0804
DOI: 10.1111/1467-6419.00114

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

CATS in RATS: cointegration analysis of

CATS in RATS: cointegration analysis of time series: version 1.01

✍ David Tufte 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB 👁 2 views

The Johansen (1988) maximum likelihood estimator is the most common multivariate method for modeling cointegration. CATS in RATS: Cointegration Analysis of Time Series (hereafter CATS) is the only commercially available supplementary package capable of producing both these estimates as well as a lar

Cointegration analysis in the presence o

Cointegration analysis in the presence of outliers

✍ Heino Bohn Nielsen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 188 KB

Applications of risk theory and multivar

Applications of risk theory and multivariate analysis in insurance practice

✍ Niggemeyer, B. ;Radtke, M. ;Reich, A. 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 961 KB

A systematic analysis of the theory and

A systematic analysis of the theory and practice of syndrome differentiation

✍ Man Fong Mei 📂 Article 📅 2011 🏛 Chinese Association of Traditional and Western Med 🌐 English ⚖ 669 KB

Cointegration in partial systems and the

Cointegration in partial systems and the efficiency of single-equation analysis

✍ Søren Johansen 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 795 KB

Compositional Data Analysis in the Geosc

Compositional Data Analysis in the Geosciences: from Theory to Practice

✍ R. M. Lark 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 494 KB