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Estimación de Modelos VAR, Prueba de Causalidad de Granger y Función Impulso Respuesta empleando EasyReg

Listed author(s):
  • Julio César Alonso


Este documento, de carácter pedagógico, presenta la prueba de cointegración de Engle y Granger 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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Paper provided by UNIVERSIDAD ICESI in its series APUNTES DE ECONOMÍA with number 009102.

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Date of creation: 31 May 2011
Handle: RePEc:col:000131:009102
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