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Cointegration analysis: applications and illustrations

In: Econometrics as a Con Art

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Abstract

Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.

Suggested Citation

  • ., 2017. "Cointegration analysis: applications and illustrations," Chapters, in: Econometrics as a Con Art, chapter 9, pages 162-191, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:17257_9
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    Cited by:

    1. Böhme, René & Fortmann, Fabian & Persau, Valentin, 2019. "Arbeitsmarktintegration von Geflüchteten: Eine Bestandsaufnahme nach ausgewählten Branchen im Land Bremen," Reihe Arbeit und Wirtschaft in Bremen 28, Institut Arbeit und Wirtschaft (IAW), Universität Bremen und Arbeit­nehmer­kammer Bremen.
    2. Harcourt, Freddie & Angeloudis, Athanasios & Piggott, Matthew D., 2019. "Utilising the flexible generation potential of tidal range power plants to optimise economic value," Applied Energy, Elsevier, vol. 237(C), pages 873-884.

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    Keywords

    Economics and Finance;

    Statistics

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