Error correction model: Difference between revisions

Revision as of 12:49, 15 April 2017

Revision as of 14:36, 7 July 2017

Line 55:

* {{cite book |first=Walter |last=Enders |title=Applied Econometric Time Series |edition=Third |___location=New York |publisher=John Wiley & Sons |year=2010 |isbn=978-0-470-50539-7 |pages=272–355 }}

*{{cite journal |last=Engle |first=Robert F. |last2=Granger |first2=Clive W. J. |year=1987 |title=Co-integration and error correction: Representation, estimation and testing |journal=[[Econometrica]] |volume=55 |issue=2 |pages=251–276 |jstor=1913236 }}

* {{cite journal |last=Granger |first=C.W.J. |first2=P.|last2=Newbold |year=1978 |title=Spurious regressions in Econometrics | volume=2| issue=2| journal=[[Journal of Econometrics 2]] |pages=111–120 |jstor=2231972| url=http://EconPapers.repec.org/RePEc:eee:econom:v:2:y:1974:i:2:p:111-120 }}

* {{cite book |last=Lütkepohl |first=Helmut |authorlink=Helmut Lütkepohl |title=New Introduction to Multiple Time Series Analysis |___location=Berlin |publisher=Springer |edition= |year=2006 |isbn=978-3-540-26239-8 |pages=237–352 }}

* {{cite book |last=Martin |first=Vance |last2=Hurn |first2=Stan |last3=Harris |first3=David |title=Econometric Modelling with Time Series |___location=New York |publisher=Cambridge University Press |year=2013 |isbn=978-0-521-13981-6 |pages=662–711 }}