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Search results 55

経済時系列モデルに関する統計的推測の理論と応用

経済時系列モデルに関する統計的推測の理論と応用
Paper図書
前川, 功一, 広島大学1991-1993<Y151-H03630015>
National Diet Library
  • Subject Heading単位根の検定 Cointegration 非定常時系列 漸近展開 非線型回帰モデル 財政政策 金融政...

長期記憶時系列モデルの経済学における応用と基礎

長期記憶時系列モデルの経済学における応用と基礎
Paper図書
岡本, 雅典, 広島大学1988-1989<Y151-S63530014>
National Diet Library
  • Subject Heading長期記憶時系列 為替レートモデル 分数正規ノイズ (FGN) 分数階差ARIMA 検定力 cointegration 漸近展開 補助統計量

Essays on the efficiency of non-genetically modified (non-GM) and conventional soybean futures markets

Essays on the efficiency of non-genetically modified (non-GM) and conventional soybean futures markets
Paper図書
by Kentaka Aruga.UMI[2010]<DM223-B4>
National Diet LibraryOther Libraries in Japan
  • Subject Heading...-Japan--Tokyo. Cointegration--Japan--Tokyo. Transgenic pla...

Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger / edited by Robert F. Engle and Halbert White.

Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger / edited by Robert F. Engle and Halbert White.
Paper図書
Oxford University Press1999.<DA39-B5>
National Diet Library
  • Contents...ntegration and cointegration / James H. Sto......eorem and multicointegration / Tom Engsted ......lity effect in cointegration analysis / Jesús Gonzalo and ...
  • Subject Heading...metric models. Cointegration. Business forecasting -- Econ...

Cointegration for the applied economist 2nd ed

Cointegration for the applied economist 2nd ed
Paper図書
edited by B. Bhaskara RaoPalgrave Macmillan2007
Other Libraries in Japan
  • Subject HeadingCointegration
  • Subject Heading (ID)Cointegration

Testing for Linearity in Regressions with I(1) Processes

Testing for Linearity in Regressions with I(1) Processes
Digital文書・図像類
ARAI, YoichiGRIPS Policy Research Center2015-08-12GRIPS Discussion PapersDP15-11
Other Libraries in Japan
  • Summary, etc....natives and no cointegration. The proposed ......natives and no cointegration. Finite-sample......nearity and no cointegration.
  • Subject HeadingCointegration I(1) processes No cointegration Nonlinear cointegration RESET test

The cointegrated VAR model : methodology and applications : hbk : pbk

The cointegrated VAR model : methodology and applications : hbk : pbk
Paper図書
Katarina JuseliusOxford University Press2006
Other Libraries in Japan
  • Subject HeadingEconometric models Autoregression (Statistics) Vector analysis Cointegration
  • Subject Heading (ID)Econometric models Autoregression (Statistics) Vector analysis Cointegration

The cointegrated VAR model : methodology and applications

The cointegrated VAR model : methodology and applications
Paper図書
Katarina JuseliusOxford University Pressc2006
Other Libraries in Japan
  • Subject HeadingEconometric models Autoregression (Statistics) Vector analysis Cointegration
  • Subject Heading (ID)Econometric models Autoregression (Statistics) Vector analysis Cointegration

The Demand for Money at the Zero Interest Rate Bound

The Demand for Money at the Zero Interest Rate Bound
Digital文書・図像類
Watanabe, Tsutomu, Yabu, TomoyoshiResearch Project on Central Bank Communication2022-12Working Papers on Central Bank Communication044
Other Libraries in Japan
  • Subject Headingmoney demand function cointegration zero lower bound welfare cost...

The Demand for Money at the Zero Interest Rate Bound

The Demand for Money at the Zero Interest Rate Bound
Digital文書・図像類
Watanabe, Tsutomu, Yabu, TomoyoshiResearch Project on Central Bank Communication2021-10Working Papers on Central Bank Communication034
Other Libraries in Japan
  • Subject Headingmoney demand function cointegration zero lower bound welfare cost...

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
Digital文書・図像類
Hadri, Kaddour, 黒住, 英司, Rao, YaoGraduate School of Economics, Hitotsubashi University2013-09
Available onlineOther Libraries in Japan
  • Subject Headingcointegration panel cointegration cross-section dependence bias...

Confidence Sets for the Break Date in Cointegrating Regressions

Confidence Sets for the Break Date in Cointegrating Regressions
Digital文書・図像類
黒住, 英司, SKROBOTOV, AntonGraduate School of Economics, Hitotsubashi University2016-09
Available onlineOther Libraries in Japan
  • Subject HeadingConfidence interval structural change cointegration Russian economy oil price

Financial Development, Structure and Growth : New Data, Method and Results

Financial Development, Structure and Growth : New Data, Method and Results
Digital文書・図像類
LUINTEL, Kul B, KHAN, Mosahid, LEON-GONZALEZ, Roberto, LI, GuangjieGRIPS Policy Research Center2016-03-31GRIPS Discussion PapersDP15-27
Other Libraries in Japan
  • Subject HeadingFinancial Structure Economic Growth Cointegration Bayesian Model Averaging Stru...

Practical issues in cointegration analysis

Practical issues in cointegration analysis
Paper図書
edited by Les Oxley and Michael McAleerBlackwell Publishers1999
Other Libraries in Japan
  • Subject HeadingCointegration
  • Subject Heading (ID)Cointegration

Financial Integration from a Time-Varying Cointegration Perspective

Financial Integration from a Time-Varying Cointegration Perspective
Digital文書・図像類
HUANG, Xianguo, LEON-GONZALEZ, Roberto, YUPHO, SomrasriGRIPS Policy Research Center2012-08-14GRIPS Discussion PapersDP12-07
Other Libraries in Japan
  • Summary, etc....a time-varying cointegration (TVC) model to......y the drifting cointegration coefficient of the long-term ...
  • Subject HeadingFinancial Integration Time Varying Cointegration

Exchange Rates and Fundamentals: A General Equilibrium Exploration

Exchange Rates and Fundamentals: A General Equilibrium Exploration
Digital文書・図像類
加納, 隆Hitotsubashi Institute for Advanced Study, Hitotsubashi University2019-04
Available onlineOther Libraries in Japan

Workbook on cointegration : pbk : hbk

Workbook on cointegration : pbk : hbk
Paper図書
Peter Reinhard Hansen, Søren JohansenOxford University Press1998
Other Libraries in Japan
  • Subject HeadingCointegration
  • Subject Heading (ID)Cointegration

Cointegration analysis in a German monetary system

Cointegration analysis in a German monetary system
Paper図書
Kirstin HubrichPhysica-Verlagc2001
Other Libraries in Japan
  • Subject HeadingMonetary policy -- Germany -- Econometric models Cointegration
  • Subject Heading (ID)Monetary policy -- Germany -- Econometric models Cointegration

Time series, unit roots, and cointegration

Time series, unit roots, and cointegration
Paper図書
Phoebus DhrymesAcademic Pressc1998
Other Libraries in Japan
  • Subject HeadingEconometrics Cointegration
  • Subject Heading (ID)Econometrics Cointegration

Co-trending : a statistical system analysis of economic trends pbk

Co-trending : a statistical system analysis of economic trends pbk
Paper図書
M. Hatanaka, H. YamadaSpringerc2003
Other Libraries in Japan
  • Subject HeadingEconometrics Cointegration Economic forecasting -- Stati...
  • Subject Heading (ID)Econometrics Cointegration Economic forecasting -- Stati...