TY - BOOK ID - 66649064 TI - Co-integration, spurious regressions, and unit roots AU - Fomby, Thomas B. AU - Rhodes, George F., Jr PY - 1990 VL - 8 SN - 1559380381 9781559380386 PB - Greenwich JAI Press DB - UniCat KW - Econometrics KW - Regression analysis KW - Research KW - AA / International- internationaal KW - 305.970 KW - 304.0 KW - Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots KW - Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen KW - Econometrics - Research KW - Regression analysis - Research UR - https://www.unicat.be/uniCat?func=search&query=sysid:66649064 AB - ER -