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Testing The Joint Hypothesis Of Rationality And Neutrality Under Seasonal Cointegration
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Book Synopsis Testing the Joint Hypothesis of Rationality and Neutrality Under Seasonal Cointegration by : Dongkoo Chang
Download or read book Testing the Joint Hypothesis of Rationality and Neutrality Under Seasonal Cointegration written by Dongkoo Chang and published by . This book was released on 1993 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: X, 98 leaves, bound 29 cm.
Book Synopsis Testing the joint hypothesis of rationality and neutrality under seasonal cointegration by : Luigi Ermini
Download or read book Testing the joint hypothesis of rationality and neutrality under seasonal cointegration written by Luigi Ermini and published by . This book was released on 1994 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Testing the Joint Hypothesis of Rationality Under Seasonal Cointegration by : Dongkoo Chang
Download or read book Testing the Joint Hypothesis of Rationality Under Seasonal Cointegration written by Dongkoo Chang and published by . This book was released on 1994 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Testing the Joint Hypothesis of Rationality and Neutrally Under Seasonal Cointegration: the Case of Korea by : Luigi Ermini
Download or read book Testing the Joint Hypothesis of Rationality and Neutrally Under Seasonal Cointegration: the Case of Korea written by Luigi Ermini and published by . This book was released on 1994 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Testing the Joint Hypothesis of Rationality and Neutrality Under Seasonal Cointegration by : Luigi Ermini
Download or read book Testing the Joint Hypothesis of Rationality and Neutrality Under Seasonal Cointegration written by Luigi Ermini and published by . This book was released on 1994 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Joint Test of the Rational Expectations - Permanent Income Hypothesis Under Seasonal Cointegration by : Tai-Hsin Huang
Download or read book A Joint Test of the Rational Expectations - Permanent Income Hypothesis Under Seasonal Cointegration written by Tai-Hsin Huang and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study re-evaluates the validity of the joint rational expectations - permanent income hypothesis under the framework of seasonal cointegration using seasonally unadjusted quarterly data from Austria, Canada and Taiwan. Evidence is found that the consumption change only depends on the innovations of the income and the unemployment rate changes, and that agents are rational in forming their expectations, i.e., the joint hypothesis is supported by the data used. However, with the same data set, a similar test based on non-seasonal cointegration tends to reject the joint hypothesis, since the test ignores completely the possible stochastic seasonalities that may contain important information, as has been pointed out by Wallis (1974), embodied in the data.
Book Synopsis Cointegration, Causality, and Forecasting by : Halbert White
Download or read book Cointegration, Causality, and Forecasting written by Halbert White and published by Oxford University Press, USA. This book was released on 1999 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.
Book Synopsis Time Series Models for Business and Economic Forecasting by : Philip Hans Franses
Download or read book Time Series Models for Business and Economic Forecasting written by Philip Hans Franses and published by Cambridge University Press. This book was released on 2014-04-24 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
Book Synopsis Testing Money Neutrality and Expectations Rationality for Canada by : Seungjin Han
Download or read book Testing Money Neutrality and Expectations Rationality for Canada written by Seungjin Han and published by . This book was released on 1998 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Cointegration, Codependence and Economic Fluctuations by : Giampiero M. Gallo
Download or read book Cointegration, Codependence and Economic Fluctuations written by Giampiero M. Gallo and published by . This book was released on 1995 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Econometrics written by and published by . This book was released on 1996 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Theory and Method Abstracts by :
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1997 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asian Studies in Hawaiʻi by : Laurianne Chun
Download or read book Asian Studies in Hawaiʻi written by Laurianne Chun and published by University of Hawaii Press. This book was released on 1997 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a fully annotated bibliography of more than 2000 Asia-related masters' theses and doctoral dissertations published at the University of Hawaii from 1925 to 1994. It should be a useful tool for identifying research material on Asia and on Asians overseas at the University.
Book Synopsis Contents of Recent Economics Journals by :
Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1994-12-30 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Fifty Years of Development Economics by :
Download or read book Fifty Years of Development Economics written by and published by . This book was released on 1999 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contributed essays.
Download or read book ASEAN Economic Bulletin written by and published by . This book was released on 1999 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Index of Economic Articles in Journals and Collective Volumes by :
Download or read book Index of Economic Articles in Journals and Collective Volumes written by and published by . This book was released on 2003 with total page 1452 pages. Available in PDF, EPUB and Kindle. Book excerpt:
