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1. Clive W.J. Granger and Cointegration

publication. Clive W.J. Granger and Cointegration. 27 Feb 17. Castle, J. ... L. and Hendry, D. F. (2017). ‘Clive W.J. Granger and Cointegration’, European Journal of Pure and Applied Mathematics, 10, 57-80.

www.inet.ox.ac.uk/publications/clive-w-j-granger-and-cointegration/- 58k - Cached

2. A wavelet approach to multiple cointegration testing | Department of Economics Discussion Paper Series | Working Papers

of testing for cointegration under the null without the need of special tables. ... tests exhibit appropriate size and good power when compared to other tests of the null of cointegration.

www.economics.ox.ac.uk/department-of-economics-discussion-paper-series/a-wavelet-approach-to-multiple-cointegration-testing- 24k - 25 May 2020 - Cached

3. Economics Discussion Papers - Nuffield College Oxford University

2000-W24 Bent Nielsen - The asymptotic distribution of likelihood ratio test statistics for cointegration in unstable vector autoregressive processes.. ... Biometrika (1999), 86, 279-288. 1997-W11 Jurgen Doornik,1997-W10 Bent Nielsen. On the Distribution

www.nuffield.ox.ac.uk/economics/Papers/index.html- 121k - 28 Apr 2020 - Cached

4. Past Mathematical and Computational Finance Seminar | Mathematical Institute

Password. Main menu. Search form. Search. Text Resize. You are here. »8 November 2018. 16:00. to. 17:30. Giulia Di Nunno. Abstract. Risk-indifference pricing is proposed as an alternative to utility indifference pricing, where a risk measure is

www.maths.ox.ac.uk/events/past/3144?page=2- 101k - 29 May 2020 - Cached

5. Working Papers

specification. JEL Codes: C51, Q54. Keywords: Cointegration; Big Data; Model Selection; Outliers; Indicator Saturation; Autometrics.

www.economics.ox.ac.uk/research/working-papers- 86k - 25 May 2020 - Cached

6. List

of testing for cointegration under the null without the need of special tables. ... tests exhibit appropriate size and good power when compared to other tests of the null of cointegration.

www.economics.ox.ac.uk/cck?limit=25&limitstart=400&search=working_papers&task=search- 83k - 25 May 2020 - Cached

7. Economics | Visiting Students | St Edmund Hall

The techniques covered in the course include statistical and causal inference; multivariate regression analysis; testing and interpretation of regression results; instrumental variables; randomised control trials; forecasting; unit roots and

www.seh.ox.ac.uk/subjects/visiting-students/economics- 43k - 24 May 2020 - Cached

8. Long-Run Money Demand Redux - Oxford Talks

We report six main findings: (1) Evidence of cointegration between velocity and the short rate is widespread. ... 2) Evidence of breaks or time-variation in cointegration relationships is weak to non-existent.

talks.ox.ac.uk/talks/id/381d8f70-562b-41ac-8175-7152de96250b/- 13k - Cached

9. Bent Nielsen

Research Interests: Econometric and Statistical theory. In particular, he is interested in: the theoretical properties of algorithms such as the Forward…

www.inet.ox.ac.uk/people/bent-nielsen/- 69k - Cached

10. Asymptotic theory for cointegration analysis when the cointegration

publication. Asymptotic theory for cointegration analysis when the cointegration rank is deficient. ... 29 Sep 14. Bernstein, D. and Nielsen, B. (2014), Asymptotic theory for cointegration analysis when the cointegration rank is deficient’, Nuffield

www.inet.ox.ac.uk/publications/asymptotic-theory-for-cointegration-analysis-when-the-cointegration-rank-is-deficient/- 59k - Cached

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