The top documents tagged [unit roots]

Ben Vogelvang - Econometrics.theory and Applications With EViews - 2005

2 mehmood khan kakar final paper 16

3.[24 38]sarbapriya ray final paper

Bootstrap

Capital Structure Arbitrage

Quantative financial economics

ECTA [U06982] Guy Judge November 2008 Econometric Analysis Week 10 Pooled and panel data models.

Filtering the data. Detrending Economic time series are a superposition of various phenomena If there exists a « business cycle », we need to insulate.

Paper CMMU - Pair Trading from Threshold Cointegration

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curs9

Economic Forecasting