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41. Funke N., J. Thornton (1999) “The Demand for Money in Italy, 1861-1988”,
Applied Economic Letters, 6, №5, 299-301.
42.
Ghysels E., Perron P. (1992) “The Effect of Seasonal Adjustment Filters on Tests
for a Unit Root”,
Journal of Econometrics, 55, 57-98.
43.
Granger C.W.J. (1983) UCSD Discussion Paper, 83-13a.
44.
Green W.H. (1997) “Econometric Analysis”. 3rd edition, Prentice-Hall.
45.
den Haan W.J. (2000) “The Сomovement Between Output and Prices”, Journal of
Monetary Economics
, 46, №1, 3-30.
46.
Hafer R.W., D.W. Jansen (1991) “The Demand for Money in the United States:
Evidence from Cointegration Tests
”, Jounal of Money, Credit, and Banking, 23 (1991), 155-
168.
47.
Hall A. (1994) “Testing for a Unit Root in Time Series with Pretest Data-Based
Model Selection”,
Journal of Business and Economic Statistics, 12, 451-470.
48.
Hamilton, James D. (1994) Time Series Analysis, Princeton University Press,
Prinseton.
49.
Hannan E.J., Quinn B.G. (1979) “The Determination of the Order of an
Autoregression”,
Journal of the Royal Statistical Society, Series B, 41, 190-195.
50.
Hasan M.S. (1998) “The Choice of Appropriate Monetery Aggregate in the United
Kindom”,
Applied Economic Letters, 5, №9, 563-568.
51.
Hatanaka M. (1996) Time Series-Based Econometrics: Unit Roots and
Cointegration
, Oxford University Press.
52.
Holden D., Perman R. (1994) “Unit Roots and Cointegration for Economist”, в
сборнике
Cointegration for the Applied Economists (редактор Rao B.B.), Macmillan.
53.
Jarque C., A. Bera (1980) "Efficient Tests for Normality, Homoskedasticity, and
Serial Independence of Regression Residuals,"
Economics Letters, 6, 255–259.
54.
Johansen S. (1988) “Statistical Analysis of Cointegration Vectors”, Journal of
Economic Dynamics and Control
, 12, 231-254.
55.
Johansen S. (1991) “Estimation and Hypothesis Testing of Cointegration Vectors in
Gaussian Vector Autoregressive Models”,
Econometrica, 59, 1551-1580.
56.
Johansen S. (1992) “Determination of Cointegration Rank in the Presence of a
Linear Trend”,
Oxford Bulletin of Economics and Statistics, 54, 383-397.
57.
Johansen S. (1994a) “The Role of the Constant Term in Cointegration Analysis of
Nonstationary Variables”,
Econometric Reviews, 13, 205-219.
58.
Johansen S. (1994b) “A Likelihood Analysis of the I(2) model”, Scandinavian
Journal of Statistics
Johansen S. (1995a) Likelihood-based Inference in Cointegrated Vector
Autoregressive Models
, Oxford University Press, Oxford.
59.
Johansen S. (1995) “A Statistical Analysis of Cointegration for I(2) Variables”,
Econometric Theory, 11, 25-29.
41. Funke N., J. Thornton (1999) “The Demand for Money in Italy, 1861-1988”, Applied Economic Letters, 6, №5, 299-301. 42. Ghysels E., Perron P. (1992) “The Effect of Seasonal Adjustment Filters on Tests for a Unit Root”, Journal of Econometrics, 55, 57-98. 43. Granger C.W.J. (1983) UCSD Discussion Paper, 83-13a. 44. Green W.H. (1997) “Econometric Analysis”. 3rd edition, Prentice-Hall. 45. den Haan W.J. (2000) “The Сomovement Between Output and Prices”, Journal of Monetary Economics, 46, №1, 3-30. 46. Hafer R.W., D.W. Jansen (1991) “The Demand for Money in the United States: Evidence from Cointegration Tests”, Jounal of Money, Credit, and Banking, 23 (1991), 155- 168. 47. Hall A. (1994) “Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection”, Journal of Business and Economic Statistics, 12, 451-470. 48. Hamilton, James D. (1994) Time Series Analysis, Princeton University Press, Prinseton. 49. Hannan E.J., Quinn B.G. (1979) “The Determination of the Order of an Autoregression”, Journal of the Royal Statistical Society, Series B, 41, 190-195. 50. Hasan M.S. (1998) “The Choice of Appropriate Monetery Aggregate in the United Kindom”, Applied Economic Letters, 5, №9, 563-568. 51. Hatanaka M. (1996) Time Series-Based Econometrics: Unit Roots and Cointegration, Oxford University Press. 52. Holden D., Perman R. (1994) “Unit Roots and Cointegration for Economist”, в сборнике Cointegration for the Applied Economists (редактор Rao B.B.), Macmillan. 53. Jarque C., A. Bera (1980) "Efficient Tests for Normality, Homoskedasticity, and Serial Independence of Regression Residuals," Economics Letters, 6, 255–259. 54. Johansen S. (1988) “Statistical Analysis of Cointegration Vectors”, Journal of Economic Dynamics and Control, 12, 231-254. 55. Johansen S. (1991) “Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models”, Econometrica, 59, 1551-1580. 56. Johansen S. (1992) “Determination of Cointegration Rank in the Presence of a Linear Trend”, Oxford Bulletin of Economics and Statistics, 54, 383-397. 57. Johansen S. (1994a) “The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables”, Econometric Reviews, 13, 205-219. 58. Johansen S. (1994b) “A Likelihood Analysis of the I(2) model”, Scandinavian Journal of Statistics Johansen S. (1995a) Likelihood-based Inference in Cointegrated Vector Autoregressive Models, Oxford University Press, Oxford. 59. Johansen S. (1995) “A Statistical Analysis of Cointegration for I(2) Variables”, Econometric Theory, 11, 25-29.
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