cointegrated
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Cointegration — is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift. Contents 1 Introduction 2 Test 3 See also 4 Reference … Wikipedia
Vector autoregression — (VAR) is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an… … Wikipedia
Misery index (economics) — Misery index redirects here. For the American death metal band, see Misery Index (band). The misery index is an economic indicator, created by economist Arthur Okun, and found by adding the unemployment rate to the inflation rate. It is assumed… … Wikipedia
Clive W. J. Granger — Clive Granger Clive W. J. Granger (1934 2009) es un economista británico. Recibió el Premio Nobel de Economía en el año 2003 compartido con Robert F. Engle, “por haber desarrollado métodos de análisis temporales con tendencias comunes… … Wikipedia Español
cointegration — noun The condition of two non stationary time series whose linear combination is stationary See Also: cointegrated … Wiktionary
Methodology of econometrics — The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis.[1] Commonly distinguished differing approaches that have been identified and studied include: the Cowles Commission approach[2] … Wikipedia
Peter C. B. Phillips — Peter Charles Bonest Phillips (* 23. März 1948 in Weymouth, England) ist ein neuseeländischer Wirtschaftswissenschaftler. Inhaltsverzeichnis 1 Leben und Wirken 2 Auszeichnungen 3 Mitgliedschaften … Deutsch Wikipedia
Søren Johansen — (* 6. November 1939 in Hellerup) ist ein dänischer Statistiker und Wirtschaftswissenschaftler. Inhaltsverzeichnis 1 Leben und Wirken 2 Auszeichnungen 3 Mitgliedschaften … Deutsch Wikipedia
