Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger

Inhaltsangabe: “… Order selection in testing for the cointegrating rank of a VAR process / Helmut Lütkepohl and Pentti Saikkonen -- 8. Granger's representation theorem and multicointegration / Tom Engsted and Søren Johansen -- 9.  …”

Nonlinear statistical modeling proceedings of the thirteenth International Symposium in Economic Theory and Econometrics : essays in honor of Takeshi Amemiya

Inhaltsangabe: “… Unit root tests for time series with a structural break when the break point is known / Helmut Lutkepohl, Christian Muller and Pentti Saikkonen -- 13. Power comparisons of the discontinuous trend unit root tests / Kimio Morimune and Mitsuru Nakagawa -- 14.  …”
DE-12
DE-92
DE-473
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Nonlinear statistical modeling proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya

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Inhaltsverzeichnis

Time series econometrics

Inhaltsverzeichnis