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The top documents tagged [cointegrated systems]
1 PRICE DISCOVERY IN SPOT and FUTURE HARD COMMODITY MARKETS Isabel Figuerola-Ferretti Jesus Gonzalo Universidad Carlos III de Madrid Business Department
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Cointegration and Long-Horizon Forecasting
514 views
Cointegration and Error Correction
90 views
CH5 Overview 1. Agenda 1.History 2.Motivation 3.Cointegration 4.Applying the model 5.A trading strategy 6.Road map for strategy design 2
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Testing for unit roots in Eviews Open ‘ukhp.wfl’. We test whether the series of ‘hp’ is unit root
226 views