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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

最近発刊の雑誌の目次より: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data © Oxford Scholarship Online Monographs
  • Full Text
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. i-330.
  • 1. Introduction and Overview
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 1-46.
  • 2. Linear Transformations, Error Correction, and the Long Run in Dynamic Regression
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 46-69.
  • 3. Properties of Integrated Processes
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 69-99.
  • 4. Testing for a Unit Root
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 99-136.
  • 5. Co-Integration
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 136-162.
  • 6. Regression With Integrated Variables
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 162-204.
  • 7. Co-Integration in Individual Equations
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 204-255.
  • 8. Co-Integration in Systems of Equations
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 255-299.
  • 9. Conclusion
    Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data, pp. 299-330.
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