Results 261 to 270 of about 546,924 (298)

On the Definitions of (Co‐)integration

Journal of Time Series Analysis, 1999
Two problems exist in testing for (co‐)integration. One is that current definitions of fractional integration in the time domain can be incomplete. The other is that disregarding fractional orders of integration can cause incorrectly sized inference about cointegration.
Abadir, Karim M., Taylor, Robert A. M.
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Rescuing Transgene Expression by Co-Integration

Nature Biotechnology, 1992
To test whether foreign gene expression can be improved in transgenic mice by manipulating the site of integration, we co-integrated the efficiently expressed sheep beta-lactoglobulin gene with two poorly expressed beta-lactoglobulin-derived hybrid genes encoding human proteins.
A J, Clark, A, Cowper, R, Wallace, G, Wright, J P, Simons   +4 more
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Co‐Integration

1993
AbstractThe key concept of co‐integration of integrated time series is defined, and several examples are presented. An important theorem due to Granger on alternative representations of a system of co‐integrated variables is stated and its proof is sketched.
Anindya Banerjee, Juan J. Dolado, John W. Galbraith, David F. Hendry   +3 more
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Manufacturing Stocks: Expectations, Risk and Co-Integration

The Economic Journal, 1990
The modelling of firms inventory behaviour has been plagued by structural instability and despite a great deal of research effort over recent years little headway has yet been made in producing a structurally stable model of stock levels. Wallis et al. (I987) surveyed the main UK models of inventory behaviour and concluded that 'the tests of predictive
Callen, T S, Hall, S G, Henry, S G B
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Sectoral Money Demand: A Co-Integration Approach

The Review of Economics and Statistics, 1994
The major emphasis in previous money demand studies has been at the aggregate level, with little systematic attention paid to sectoral differences in money holding behavior. This paper attempts to address the latter issue by focusing on more homogeneous subgroups to gauge money holding patterns.
Jain, Parul, Moon, Choon-Geol
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Forecasting and Testing in Co-integrated Systems*

Journal of Econometrics, 1987
Abstract This paper examines the behaviour of forecasts made from a co-integrated system as introduced by Granger (1981), Granger and Weiss (1983) and Engle and Granger (1987). It is established that a multi-step forecast will satisfy the co-integrating relation exactly and that this particular linear combination of forecasts will ...
Engle, Robert F., Yoo, Byung Sam
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Option Valuation with Co-integrated Asset Prices

SSRN Electronic Journal, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Duan, Jin-Chuan, Pliska, Stanley R.
openaire   +1 more source