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Tag: COINTEGRATION [ All ]

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  Title Copies
THE COINTEGRATED VAR MODEL. METHODOLOGY AND APPLICATIONS. Advanced Texts in Econometrics 
Edition: REPRINTED 2007 (with corrections), 2008 
Year: 2009 
 1 
A NON-LINEAR ERROR CORRECTION MECHANISM BASED ON THE BILINEAR MODEL 
Edition: CARDIFF BUSINESS SCHOOL, UK 
Year: 1997 
Call No: OUT 
 1 
EUROPEAN MONETARY UNION: a cointegration analysis 
Edition: JOURNAL OF INTERNATIONAL MONEY AND FINANCE 
Year: 2000 
Call No: OUT 
 1 
NUMERICAL DISTRIBUTIONFUNCTIONS OF LIKELIHOOD RATIO TESTS FOR COINTEGRATION 
Year: 1999 
 1 
THE TERM STRUCTURE OF INTEREST RATES AND FINANCIAL INTEGRATION IN THE ERM 
Edition: INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS 
Year: 1997 
Call No: OUT
 
 1 
SOME TEST FOR PARAMETRER CONSTANCY IN COINTEGRATED VAR-MODELS 
Edition: ECONOMETRICS JOURNAL  
Year: 1999 
 1 
COINTEGRATION ANALYSIS IN THE PRESENCE OF STRUCTURAL BREAKS IN THE DETERMINISTIC TREND 
Year: 2000 
 1 
COINTEGRATION IN PARTIAL SYSTEMS AND THE EFFICIENCY OF SINGLE-EQUATION ANALYSIS* 
Edition: JOURNAL OF ECONOMETRICS 52. pp.389-402. NORTH-HOLLAND 
Year: 1992 
 1 
VECTOR AUTOREGRESSIVE PROCESSES WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS 
Year: 2001 
 1 
PANEL COINTEGRATION TESTING USING NONLINEAR INSTRUMENTS* 
Edition: 2006 
Year: 2005 
Call No: OUT 
 1 
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