Эконометрика: Введение в регрессионный анализ временных рядов. Носко В.П. - 267 стр.

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60. Johansen S., K. Juselius (1990) “Maximum Likelihood Estimation and Inferences on
Cointegration—with applications to the demand for money,”
Oxford Bulletin of Economics and
Statistics
, 52, 169–210.
61.
Kavalieris (1991) “A Note on Estimating Autoregressive-Moving average Order”,
Biometrika, 78, 920-922.
62.
Kim B. J.C., Soowon Mo (1995) “Cointegration and the Long-run Forecast of
Exchange Rates“,
Economics Letters, 48, №№ 3-4, 353-359.
63.
Kwan A.C.C. (1996a) “On the Finite-sample Distribution of Modified Portmanteau
Tests for Randomness of a Gaussian Time Series”,
Biometrika, 83, 4, 938-943.
64.
Kwan A.C.C. (1996b) “A Comparative Study of the Finite-sample Distribution of
some Portmanteau Tests for Univariate Time Series Models”,
Commun. Statist.-Simula, 25,
4, 867-904.
65.
Kwiatkowski D., P.C.B. Phillips, P. Schmidt, Y. Shin (1992) “Testing of the Null
Hypothesis of Stationary against the Alternative of a Unit Root”,
Journal of Econometrics, 54,
159-178.
66.
Kwiatkowski D., P. Schmidt (1990) “Dickey–Fuller Tests with Trend”, Commun.
Statist.-Theory Meth.
, 19, 10, 3645-3656.
67.
Leybourne S.J. (1995) “Testing for Unit Roots Using Forward and Reverse Dickey-
Fuller Regressions”,
Oxford Bulletin of Economics and Statistics, 57, 559-571.
68.
Leybourne S., T. Mills, P. Newbold (1998) “Spurious Rejections by Dickey-Fuller
Tests in the Presence of a Break Under Null”,
Journal of Econometrics, 87, 191-203.
69.
Ljung G., G.E.P. Box (1979) “On a Measure of Lack of Fit in Time Series Models”,
Biometrika, 66, 255-270.
70.
Lomnicki Z.A. (1961) “Tests for Departure from Normality in the Case of Linear
Stochastic Processes”,
Metrika, 4, 37-62.
71.
Lumsdaine R.L., Kim I.M. (1997) “Structural Change and Unit Roots”, The Review
of Economics ans Statistics
, 79, 212-218.
72.
MacKinnon, J.G. (1991) “Critical Values for Cointegration Tests,” Глава 13 в Long-
run Economic Relationships: Readings in Cointegration
, edited by R.F.Engle and C.W.J.
Granger, Oxford University Press.
73.
Maddala G.S., In-Moo Kim (1998) Unit Roots, Cointegration, and Structural
Change
. Cambridge University Press, Cambridge.
74.
Mann H.B., A. Wald (1943) “On Stochastic Limit and Order Relationships”, Annals
of Mathematical Statistics
, 14, 217-277.
75.
Metin K. (1995) “An Integrated Analysis of Turkish Inflation”, Oxford Bulletin of
Economics and Statistics
, 57, 4, 513-532.
76.
Milas C. (1998) “Demand for Greek Imports Using Multivariate Cointegration
Technique”,
Applied Economics, 30, 11, 1483-1492.
60.           Johansen S., K. Juselius (1990) “Maximum Likelihood Estimation and Inferences on
    Cointegration—with applications to the demand for money,” Oxford Bulletin of Economics and
    Statistics, 52, 169–210.
61.           Kavalieris (1991) “A Note on Estimating Autoregressive-Moving average Order”,
    Biometrika, 78, 920-922.
62.           Kim B. J.C., Soowon Mo (1995) “Cointegration and the Long-run Forecast of
    Exchange Rates“, Economics Letters, 48, №№ 3-4, 353-359.
63.            Kwan A.C.C. (1996a) “On the Finite-sample Distribution of Modified Portmanteau
    Tests for Randomness of a Gaussian Time Series”, Biometrika, 83, №4, 938-943.
64.            Kwan A.C.C. (1996b) “A Comparative Study of the Finite-sample Distribution of
    some Portmanteau Tests for Univariate Time Series Models”, Commun. Statist.-Simula, 25,
    №4, 867-904.
65.           Kwiatkowski D., P.C.B. Phillips, P. Schmidt, Y. Shin (1992) “Testing of the Null
    Hypothesis of Stationary against the Alternative of a Unit Root”, Journal of Econometrics, 54,
    159-178.
66.           Kwiatkowski D., P. Schmidt (1990) “Dickey–Fuller Tests with Trend”, Commun.
    Statist.-Theory Meth., 19, №10, 3645-3656.
67.           Leybourne S.J. (1995) “Testing for Unit Roots Using Forward and Reverse Dickey-
    Fuller Regressions”, Oxford Bulletin of Economics and Statistics, 57, 559-571.
68.           Leybourne S., T. Mills, P. Newbold (1998) “Spurious Rejections by Dickey-Fuller
    Tests in the Presence of a Break Under Null”, Journal of Econometrics, 87, 191-203.
69.           Ljung G., G.E.P. Box (1979) “On a Measure of Lack of Fit in Time Series Models”,
    Biometrika, 66, 255-270.
70.           Lomnicki Z.A. (1961) “Tests for Departure from Normality in the Case of Linear
    Stochastic Processes”, Metrika, 4, 37-62.
71.           Lumsdaine R.L., Kim I.M. (1997) “Structural Change and Unit Roots”, The Review
    of Economics ans Statistics, 79, 212-218.
72.           MacKinnon, J.G. (1991) “Critical Values for Cointegration Tests,” Глава 13 в Long-
    run Economic Relationships: Readings in Cointegration, edited by R.F.Engle and C.W.J.
    Granger, Oxford University Press.
73.            Maddala G.S., In-Moo Kim (1998) Unit Roots, Cointegration, and Structural
    Change. Cambridge University Press, Cambridge.
74.           Mann H.B., A. Wald (1943) “On Stochastic Limit and Order Relationships”, Annals
    of Mathematical Statistics, 14, 217-277.
75.           Metin K. (1995) “An Integrated Analysis of Turkish Inflation”, Oxford Bulletin of
    Economics and Statistics, 57, №4, 513-532.
76.           Milas C. (1998) “Demand for Greek Imports Using Multivariate Cointegration
    Technique”, Applied Economics, 30, №11, 1483-1492.