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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. 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- 119k - 10 Oct 2019 - Cached

3. 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- 19k - 14 Oct 2019 - Cached

4. Past Forthcoming Seminars | Mathematical Institute

Password. Main menu. Search form. Search. Text Resize. You are here. »Event Date. Date. E.g., 2019-10-20. Start date. Date. E.g., 2019-10-20. End date. Date. E.g., 2019-10-20. 17 May 2018. 17:00. Michael Atiyah. University of Edinburgh. Abstract.

www.maths.ox.ac.uk/events/past/all?page=97- 109k - 20 Oct 2019 - Cached

5. 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

6. 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

7. 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=350&search=working_papers&task=search- 81k - 14 Oct 2019 - Cached

8. 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

9. Current developments in nonlinear cointegrating regression - Oxford Talks

Unlike linear cointegration and nonlinear regression with stationarity where the traditional and classical methods are widely used in practice, estimation and inference theory in nonlinear cointegrating regression produce new mechanisms involving

talks.ox.ac.uk/talks/id/6b44f363-17fd-43da-9545-49b0e8b87330/- 11k - Cached

10. Revisiting UK consumers’ expenditure: cointegration, breaks and…

publication. Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts. 03 Dec 10. ... Hendry, D. F. (2010). Revisiting UK consumers’ expenditure: Cointegration, breaks, and robust forecasts.

www.inet.ox.ac.uk/publications/revisiting-uk-consumers-expenditure-cointegration-breaks-and-robust-forecasts/- 58k - Cached

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