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Panel data cointegration test
Basic themes of document: cross-section heterogenity; dynamic panel data; panel data; cointegration test...
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Cointegrated Processes and Change Point Identification
The article is focused on the question of cointegrated processes modelling. It deals with identification of a structural shift in these processes. Two methods of change point identification are described, the comparison of these methods were...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Testing of cointegration forward electricity and commodity prices
Basic themes of document: electricity prices; VAR modeling; cointegration; forward prices...
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Modelling of Economic Time Series and the Method of Cointegration
The article is focused on the problem of modelling multidimensional non-stationary cointegrated processes. It is a modern method especially used for the description of multidimensional economic time series. Methods connected with estimates o...
BB - Aplikovaná statistika, operační výzkum
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Money Supply and Stock Market Development in the Czech Republic, in the Slovak Republic, and in a few other selected countries
, and in a few other developed countries. The Johansen cointegration test procedure is used on the other hand. The results of cointegration tests indicate existence of cointegration but in different signif...
AH - Ekonomie
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
The Methods of Modelling of Economic Time Series.
Basic themes in document: time series; tests of unit roots; causality; exogenity cointegration.
AH - Ekonomie
- 1999 •
- B
Rok uplatnění
B - Odborná kniha
The relationship between M3 and consumer price index in the Czech Republic
- Granger cointegration test. These tests are applied to selected statistical data from with the Engle - Granger test to detect cointegration relations, which would determine a long on consumer price inde...
Applied Economics, Econometrics
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
THE EFFECT OF M3 MONETARY AGGREGATES AND BANK LOANS ON THE ECONOMIC GROWTH OF COUNTRIES IN THE EUROZONE, US AND JAPAN
to the development of GDP using the Engle - Granger cointegration test. These tests were applied, testing then continued with the Engle - Granger test to detect cointegration relations on these <...
Applied Economics, Econometrics
- 2017 •
- JSC •
- Link
Rok uplatnění
JSC - Článek v periodiku v databázi SCOPUS
Výsledek na webu
Inflation Modeling and Cointegration
The article deals with the question of modeling multidimensional nonstationary cointegrated processes. It is a modern method especially used for description of economic time series. Multidimensional non-stationary process is called coint...
BB - Aplikovaná statistika, operační výzkum
- 2012 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Processes with Unit Roots
The contribution is dedicated to nonstationary time series, to the problem of identification of unit roots. Some statistical tests of unit roots are shown. It is possible to use these tests in vector time series, for example in prob...
KA - Vojenství
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
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