✦ LIBER ✦

Testing of Fractional Cointegration in Macroeconomic Time Series

✍ Scribed by Luis A. Gil-Alana

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing Stochastic Cycles in Macroeconom

✍ L. A. Gil-Alana 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB

Error Correction Models for Fractionally

✍ Ingolf Dittmann 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 87 KB

Seasonality in macroeconomic time series

✍ Svend Hylleberg; Clara Jørgensen; Nils Karl Sørensen 📂 Article 📅 1993 🏛 Springer-Verlag 🌐 English ⚖ 875 KB

Tests for non-correlation of two cointeg

✍ DINH TUAN PHAM; ROCH ROY; LYNE CÉDRAS 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 299 KB

Normalization in cointegrated time serie

✍ Robert J. Rossana 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 103 KB

Consistent testing for non-correlation o

✍ Abdessamad Saidi 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 French ⚖ 237 KB