Showing 1 - 10 of 51
Persistent link: https://www.econbiz.de/10011820088
Turkish M1 by employing a recent single cointegration procedure proposed by Pesaran et al. (2001) along with the CUSUM and …
Persistent link: https://www.econbiz.de/10011130097
Persistent link: https://www.econbiz.de/10003355676
Persistent link: https://www.econbiz.de/10003232088
Persistent link: https://www.econbiz.de/10001125795
Persistent link: https://www.econbiz.de/10001251806
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse by examples the effect of nonstationarity on inference using these methods and compare them to model based inference using the cointegrated vector autoregressive model. Finally...
Persistent link: https://www.econbiz.de/10009767620
Persistent link: https://www.econbiz.de/10010209607
fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and …
Persistent link: https://www.econbiz.de/10013355167
expenditures in the case of Turkey for the period of 1950–2002. On using new macroeconomic theory and multivariate cointegration …
Persistent link: https://www.econbiz.de/10014618737