-
cointegrated. A
common example is
where the
individual series are first-order
integrated ( I ( 1 ) {\displaystyle I(1)} ) but some (
cointegrating)...
- A
cointegrate is the
intermediate molecule between donor DNA and
target DNA
covalently bind
during the
formation of a
Holliday junction.
Transposons elements...
-
variables see Ch. 9 of Johansen, Søren (1995). Likelihood-based
Inference in
Cointegrated Vector Autoregressive Models.
Oxford University Press. ISBN 978-0-19-877450-1...
- I(d) (non-stationary) with d > 0:[citation needed] The
variables are
cointegrated: the
error correction term has to be
included in the VAR. The
model becomes...
- and B] If both
variables are
integrated and this ECM exists, they are
cointegrated by the Engle–Granger
representation theorem. The
second step is then...
- In fact, the
correlation is so
strong that the two can be said to be
cointegrated, and
stronger than
correlation with
either the
unemployment rate or inflation...
-
three of four "parti****tion banks" (i.e.
Islamic Banks) "significantly
cointegrated" with
those of the
conventional banks.
According to
skeptics this nearness...
- the
approach has been
extended is
through the work on
integrated and
cointegrated systems by
Robert F. Engle,
Clive Granger, and Søren Johansen. Another...
-
Wiley & Sons. ISBN 978-0-47-009171-5. Juselius,
Katarina (2006). The
Cointegrated VAR Model:
Methodology and Applications. Oxford, UK:
Oxford University...
- 2025-02-16 Cook,
Steven (2006). "ARE
STOCK PRICES AND
ECONOMIC ACTIVITY COINTEGRATED?
EVIDENCE FROM THE US, 1950–2005".
Annals of
Financial Economics. 02...
