Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
First 50 documents Next 50
Effect of Orbital Drift and Sensor Changes on the.. - Kaufmann, Zhou.. (2000) (Correct)
....2 reflectances, or NDVI, then SZA will cointegrate with the AVHRR data if the AVHRR data do not contain a separate stochastic trend(s) generated by the terrestrial biota. Cointegration implies that there exists a linear combination of the variables that eliminates the stochastic trend in the data [36]. The linear function(s) that eliminates the stochastic trend is termed a cointegrating vector (CV) For variables that cointegrate, standard inference theory can be used for further hypothesis tests using distributions for cointegrating variables. The methodology used to examine the relation ....
R. E. Engle and C. W. J. Granger, "Cointegration and error-correction: Representation, estimation, and testing," Econometrica, vol. 55, pp. 251--276, 1987.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
International Journal Of Finance And Economics - Int Fin Econ (Correct)
No context found.
Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276.
Is There Persistence in the Growth of Manufactured Exports?.. - Mody, Yilmaz (1995) (Correct)
No context found.
Engle, Robert F., and Clive W. J. Granger. 1987. Cointegration and Error Correction: Representation, Estimation and Testing. Econometrica 55: 251-276.
Asymmetric Price Adjustment and Consumer Search: An Examination of .. - Lewis (Correct)
No context found.
Engle, Robert F. and C. W. J. Granger (1987) Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica March, 55(2): 251-276.
How the Co-Integration Analysis Can Help in Mortality.. - Darkiewicz, Hoedemakers (Correct)
No context found.
Engle, R.F., Granger, C.W.J. "Co-Integration and Error Correction: Representation, Estimation and Testing." Econometrica 55 (1987): 251-276. 18
Optimal Hedging under Departures from the Cost-of-Carry.. - Cinca, Lafuente (2003) (Correct)
No context found.
Engle, R.F. and C.W. Granger (1987), Cointegration and error correction: Representation, estimation and testing, Econometrica 55, 251-276.
First 50 documents Next 50
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC