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Tutorial para realizar la prueba de cointegración de Johansen empleando EasyReg


Author Info

  • Julio César Alonso



Este documento, de carácter pedagógico, presenta la prueba de cointegración de Johansen y muestra paso a paso como efectuar dicha prueba empleando el paquete estadístico EasyReg International. Este documento está diseñado para estudiantes de un curso introductorio al análisis de series de tiempo. Por su simplicidad, puede ser útil para economistas que estén trabajando con series de tiempo y quieran empezar el estudio del concepto de cointegración. Se supone un conocimiento previo de los conceptos básicos de series de tiempo.

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Bibliographic Info

Paper provided by UNIVERSIDAD ICESI in its series APUNTES DE ECONOMÍA with number 009103.

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Date of creation: 31 May 2011
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Handle: RePEc:col:000131:009103

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Related research

Keywords: EasyReg; Pruebas de cointegración; Prueba de Johansen;

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