IDEAS home Printed from https://ideas.repec.org/a/bla/jorssa/v179y2016i4p1132-1133.html
   My bibliography  Save this article

Statistics and Data Analysis for Financial Engineering , 2nd edn D. Ruppert and D. S. Matteson , 2015 New York , Springer 720 pp., £ 52.99 ISBN 978-1-493-92613-8

Author

Listed:
  • Sebastian Dietz

Abstract

No abstract is available for this item.

Suggested Citation

  • Sebastian Dietz, 2016. "Statistics and Data Analysis for Financial Engineering , 2nd edn D. Ruppert and D. S. Matteson , 2015 New York , Springer 720 pp., £ 52.99 ISBN 978-1-493-92613-8," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1132-1133, October.
  • Handle: RePEc:bla:jorssa:v:179:y:2016:i:4:p:1132-1133
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/rssa.12223
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
    2. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    3. Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Eleni Constantinou & Avo Kazandjian & Georgios P. Kouretas & Vera Tahmazian, 2008. "Common Stochastic Trends Among The Cyprus Stock Exchange And The Ase, Lse And Nyse," Bulletin of Economic Research, Wiley Blackwell, vol. 60(4), pages 327-349, October.
    2. Ma, Tao & Zhou, Zhou & Antoniou, Constantinos, 2018. "Dynamic factor model for network traffic state forecast," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 281-317.
    3. David Greasley & Les Oxley, 2010. "Cliometrics And Time Series Econometrics: Some Theory And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 24(5), pages 970-1042, December.
    4. Eric Ghysels & J. Isaac Miller, 2015. "Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(6), pages 797-816, November.
    5. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank.
    6. Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio, 2013. "Global imbalances and the intertemporal external budget constraint: A multicointegration approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5357-5372.
    7. Greasley, David & Hanley, Nicholas & McLaughlin, Eoin & Oxley, Les, 2014. "The Emperor Has New Clothes: Empirical Tests of Mainstream Theories of Economic Growth," Stirling Economics Discussion Papers 2014-08, University of Stirling, Division of Economics.
    8. Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999. "Bounds Testing Approaches to the Analysis of Long Run Relationships," Edinburgh School of Economics Discussion Paper Series 46, Edinburgh School of Economics, University of Edinburgh.
    9. Kwakwa, Paul Adjei, 2015. "An investigation into the determinants of hydropower generation in Ghana," MPRA Paper 68033, University Library of Munich, Germany.
    10. Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 97-135.
    11. Smeekes, Stephan & Wijler, Etienne, 2021. "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, vol. 221(1), pages 247-276.
    12. Österholm, Pär, 2003. "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series 2003:21, Uppsala University, Department of Economics.
    13. Abimelech Paye Gbatu & Zhen Wang & Presley K. Wesseh Jr. & Isaac Yak Repha Tutdel, 2017. "Causal Effects and Dynamic Relationship between Exchange Rate Volatility and Economic Development in Liberia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 119-131.
    14. Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016. "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, vol. 48(C), pages 77-84.
    15. Hassler, Uwe, 2002. "The Effect of Linear Time Trends on Cointegration Testing in Single Equations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    16. Jeyhun I. Mikayilov & Shahriyar Mukhtarov & Hasan Dinçer & Serhat Yüksel & Rıdvan Aydın, 2020. "Elasticity Analysis of Fossil Energy Sources for Sustainable Economies: A Case of Gasoline Consumption in Turkey," Energies, MDPI, vol. 13(3), pages 1-15, February.
    17. Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015. "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers 2015-13, Banco de México.
    18. Suwastika Naidu, 2016. "Does Human Development Influence Women’s Labour Force Participation Rate? Evidences from the Fiji Islands," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 127(3), pages 1067-1084, July.
    19. Alejandro D. Jacobo & Simón Sosvilla‐Rivero, 2021. "An empirical examination of purchasing power parity: Argentina 1810–2016," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2064-2073, April.
    20. Samih Antoine Azar & Angelic Salha, 2017. "The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils," International Journal of Energy Economics and Policy, Econjournals, vol. 7(1), pages 44-54.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssa:v:179:y:2016:i:4:p:1132-1133. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.