Nonstationary Time Series Analysis And Cointegration Pdf Download, cps ucs 2ru k9 pdf download
bd40bc7c7a 2(2), pages 111-120, July. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. Correlation, Regression, and Cointegration of Nonstationary Economic Time Series. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. 16(1), pages 121-130, May.
The analysis illustrates that much more insight can be gained about the dynamic behavior of the nonstationary variables then simply by calculating a correlation coefficient. Application Error. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation. Martin Hillebrand & Peter Schwendner & Martin Schuele & Thomas Ott, 2015. "Money, Stock Prices and Central Banks Cross-Country Comparisons of Cointegrated VAR Models," ROME Working Papers 201308, ROME Network. Lists This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS. We analyse by examples the eect of nonstationarity on inference using these methods and compare them to model based inference.