On Autoregressive Order Selection Criteria
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References listed on IDEAS
- H. Yamada, 2000. "M2 demand relation and effective exchange rate in Japan: a cointegration analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 7(4), pages 229-232.
- Tan Hui Boon & Baharumshah Ahmad Zubaidi, 1999. "Dynamic Causal Chain of Money, Output, Interest Rate and Prices in Malaysia: Evidence Based On Vector Error- Correction Modelling Analysis," International Economic Journal, Taylor & Francis Journals, vol. 13(1), pages 103-120.
- Mark P. Taylor, 2003. "Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 11(3), pages 436-452, August.
- Sarantis, Nicholas, 2001. "Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence," International Journal of Forecasting, Elsevier, vol. 17(3), pages 459-482.
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- Ladislava Grochova & Ludek Kouba, 2010.
"Elite Political Instability and Economic Growth: An Empirical Evidence from the Baltic States,"
MENDELU Working Papers in Business and Economics
2010-01, Mendel University in Brno, Faculty of Business and Economics.
- Ladislava Grochova & Ludek Kouba, 2011. "Is Elite Political Stability a Necessary Condition for Economic Growth? An Empirical Evidence from the Baltic States," MENDELU Working Papers in Business and Economics 2011-15, Mendel University in Brno, Faculty of Business and Economics.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-04-11 (All new papers)
- NEP-ECM-2004-04-11 (Econometrics)
- NEP-ETS-2004-04-11 (Econometric Time Series)
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