Karakin A.E. (1997): Makroehkonomicheskij analiz rossijskoj inflyatsii. Novosibirsk: NGU.
Rogachev Al. Yu. (2001): Primenenie modelej vektornoj avtoregressii (podkhod Jokhansena) v analize pokazatelej finansovogo rynka. Novosibirsk: NGTU.
Suslov V. I. (2004): Posleslovie dlya spetsialistov // EhKO: Vserossijskij ehkonomicheskij zhurnal. № 1. Engle R.F., Granger C.W.J. (1987): Co-integration and Error Correction: Representation, Estimation and Testing // Econometrica. Vol. 55.
Granger C.W.J. (1981): Some properties of time series data and their use in econometric model specification // J. of Econometrics. № 16.
Greene W. H. (2003): Econometric Analysis. N.Y.: Prentice Hall.
Johansen S. (1988): Statistical Analysis of Co-integration Vectors // J. of Econ. Dynamics and Control. Vol. 12. Johansen S., Juselius K. (1990): Maximum Likelihood Estimation and Inference on Cointegration - with Applications to the Demand for Money // Oxford Bulletin of Econ. and Statist. Vol. 52.
Phillips P.C.B. (1987): Time series with a unit root // Econometrica. № 55.
Phillips P.C.B., Hansen B.E. (1990): Statistical inference on instrumental variables regression with I(1) processes // Review of Econ. Studies. № 57.
Phillips P.C.B., Ouliaris S. (1990): Asymptotic properties of residual based tests for cointegration // Econometrica. № 58. Stock J.S., Watson M.W. (1988): Testing for Common Trends // J. of the American Statist. Association. Vol. 83.Stock J.S., Watson M.W. (1988): Testing for Common Trends // J. of the American Statist. Association. Vol. 83.
ГАУГН-Пресс © 2013-2024.
Comments
No posts found