Эконометрика: Введение в регрессионный анализ временных рядов. Носко В.П. - 265 стр.

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22. Davidson R., J.G. MacKinnon (1993) Estimation and Inference in Econometrics,
Oxford University Press
23.
Dickey D.A. (1976) “Estimation and Hypothesis Testing for Nonstationary Time
Series”, Ph.D. dissertation, Iowa State University.
24.
Dickey D.A., W.R.Bell, R.B. Miller (1986) “Unit Roots in Time Series Models: Tests
and Implications”,
American Statistican, 40, 12-26.
25.
Dickey D.A. , W.A. Fuller (1979) “Distribution of the Estimators for Autoregressive
Time Series with a Unit Root,
Journal of the American Statistical Association, 74, 427–
431.
26.
Dickey, D.A., W.A. Fuller (1981) “Likelihood Ratio Statistics for Autoregressive
Time Series With a Unit Root”,
Econometrica, 49, 1057-1072.
27.
Dickey D.A., S. Pantula (1987) “Determining the Order of Differencing in
Autoregressive Processes”,
Journal of Business and Economic Statistics, 15, 455-461.
28.
Dolado H., T. Jenkinson, S. Sosvilla-Rivero (1990) “Cointegration and Unit Roots”,
Journal of Economic Surveys, 4, 243-273.
29.
Dutt S.D. (1998) “Purchasing Power Parity Revisited: Null of Cointegration
Approach”,
Applied Economic Letters, 5, 573-576.
30.
Dutt S.D., D. Ghosh (1999) “An Empirical Examination of Exchange Market
Efficiency”,
Applied Economic Letters, 6, 2, 89-91.
31.
Dweyer G.P., Wallace M.S. (1992) “Cointegration and Market Efficiency”, Journal
of International Money and Finance
, 11 318-327.
32.
Elliott G., T.J. Rothenberg, J.H. Stock (1996) “Efficient Tests for an Autoregressive
Unit Root”,
Econometrica, 64, 813-836.
33.
Enders W. (1995) Applied Econometric Time Series, Wiley, New York
34.
Engle R.F., C.W.J. Granger (1987) “Co-integration and Error Correction:
Representation, Estimation, and Testing”,
Econometrica, 55, 251-276.
35.
Engle R.F., C.W.J. Granger (1991) “Cointegrated Economic Time Series: An
Overview with New Results”, in R.F. Engle and C.W.J.
Granger (eds.), Long-Run Economic
Relationships, Readings in Cointegration
, Oxford University Press, 237-266.
36.
Entorf H. (1992) “Random Walk with Drift, Simultaneous Errors, and Small
Samples: Simulating the Bird’s Eye View”, Institut National de la Statistique et des Etudes
Economiques.
37.
Fama E.F., French K.R. (1988) “Permanent and Temporary Components of Stock
Prices”,
Journal of Political Economy, 96, 246-273.
38.
Favero C. A. (2001) Applied Macroeconometrics, Oxford University Press Inc., New-
York.
39.
Fuller W.A. (1976) Introduction to Statistical Time Series, Wiley, New York.
40.
Fuller W.A. (1996) Introduction to Statistical Time Series, 2nd ed, Wiley, New York
22.          Davidson R., J.G. MacKinnon (1993) Estimation and Inference in Econometrics,
    Oxford University Press
23.          Dickey D.A. (1976) “Estimation and Hypothesis Testing for Nonstationary Time
    Series”, Ph.D. dissertation, Iowa State University.
24.          Dickey D.A., W.R.Bell, R.B. Miller (1986) “Unit Roots in Time Series Models: Tests
    and Implications”, American Statistican, 40, 12-26.
25.          Dickey D.A. , W.A. Fuller (1979) “Distribution of the Estimators for Autoregressive
    Time        Series with a Unit Root”, Journal of the American Statistical Association, 74, 427–
    431.
26.          Dickey, D.A., W.A. Fuller (1981) “Likelihood Ratio Statistics for Autoregressive
    Time Series With a Unit Root”, Econometrica, 49, 1057-1072.
27.          Dickey D.A., S. Pantula (1987) “Determining the Order of Differencing in
    Autoregressive Processes”, Journal of Business and Economic Statistics, 15, 455-461.
28.          Dolado H., T. Jenkinson, S. Sosvilla-Rivero (1990) “Cointegration and Unit Roots”,
    Journal of Economic Surveys, 4, 243-273.
29.          Dutt S.D. (1998) “Purchasing Power Parity Revisited: Null of Cointegration
    Approach”, Applied Economic Letters, 5, 573-576.
30.          Dutt S.D., D. Ghosh (1999)         “An Empirical Examination of Exchange Market
    Efficiency”, Applied Economic Letters, 6, №2, 89-91.
31.          Dweyer G.P., Wallace M.S. (1992) “Cointegration and Market Efficiency”, Journal
    of International Money and Finance, 11 318-327.
32.          Elliott G., T.J. Rothenberg, J.H. Stock (1996) “Efficient Tests for an Autoregressive
    Unit Root”, Econometrica, 64, 813-836.
33.          Enders W. (1995) Applied Econometric Time Series, Wiley, New York
34.          Engle R.F., C.W.J. Granger (1987) “Co-integration and Error Correction:
    Representation, Estimation, and Testing”, Econometrica, 55, 251-276.
35.          Engle R.F., C.W.J. Granger (1991) “Cointegrated Economic Time Series: An
    Overview with New Results”, in R.F. Engle and C.W.J. Granger (eds.), Long-Run Economic
    Relationships, Readings in Cointegration, Oxford University Press, 237-266.
36.          Entorf H. (1992) “Random Walk with Drift, Simultaneous Errors, and Small
    Samples: Simulating the Bird’s Eye View”, Institut National de la Statistique et des Etudes
    Economiques.
37.          Fama E.F., French K.R. (1988) “Permanent and Temporary Components of Stock
    Prices”, Journal of Political Economy, 96, 246-273.
38.          Favero C. A. (2001) Applied Macroeconometrics, Oxford University Press Inc., New-
    York.
39.          Fuller W.A. (1976) Introduction to Statistical Time Series, Wiley, New York.
40.          Fuller W.A. (1996) Introduction to Statistical Time Series, 2nd ed, Wiley, New York