Co-movement between two processes with local persistence

Detalhes bibliográficos
Autor(a) principal: Lima, Luiz Renato Regis de Oliveira
Data de Publicação: 2001
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/12237
Resumo: This paper introduces a residual based test where the null hypothesis of c:&InOvement between two processes with local persistenc~ can be tested, even under the presence of an endogenous regressor. It, therefore, fills in an existing lacuna in econometrics, in which longrun relationships can also be tested if the dependent and independent variables do not have a unit root, but do exhibit local persistence.
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spelling Lima, Luiz Renato Regis de OliveiraEscolas::EPGEFGV2014-10-27T12:53:00Z2014-10-27T12:53:00Z2001http://hdl.handle.net/10438/12237This paper introduces a residual based test where the null hypothesis of c:&InOvement between two processes with local persistenc~ can be tested, even under the presence of an endogenous regressor. It, therefore, fills in an existing lacuna in econometrics, in which longrun relationships can also be tested if the dependent and independent variables do not have a unit root, but do exhibit local persistence.engEscola de Pós-Graduação em Economia da FGVSeminários de pesquisa econômica da EPGETodo cuidado foi dispensado para respeitar os direitos autorais deste trabalho. Entretanto, caso esta obra aqui depositada seja protegida por direitos autorais externos a esta instituição, contamos com a compreensão do autor e solicitamos que o mesmo faça contato através do Fale Conosco para que possamos tomar as providências cabíveisinfo:eu-repo/semantics/openAccessCo-movement between two processes with local persistenceinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleEconomiaEconometriareponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINAL000306024.pdf000306024.pdfapplication/pdf1205861https://repositorio.fgv.br/bitstreams/8c7e31ce-6e4c-4dba-938d-1add3f3dff06/downloadd5a79eeb0730e8f2e23cd7afc8fffa22MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/3c16eac8-932b-45ec-9f8a-d6b46ceb154a/downloaddfb340242cced38a6cca06c627998fa1MD52TEXT000306024.pdf.txt000306024.pdf.txtExtracted 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dc.title.eng.fl_str_mv Co-movement between two processes with local persistence
title Co-movement between two processes with local persistence
spellingShingle Co-movement between two processes with local persistence
Lima, Luiz Renato Regis de Oliveira
Economia
Econometria
title_short Co-movement between two processes with local persistence
title_full Co-movement between two processes with local persistence
title_fullStr Co-movement between two processes with local persistence
title_full_unstemmed Co-movement between two processes with local persistence
title_sort Co-movement between two processes with local persistence
author Lima, Luiz Renato Regis de Oliveira
author_facet Lima, Luiz Renato Regis de Oliveira
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Lima, Luiz Renato Regis de Oliveira
dc.subject.area.por.fl_str_mv Economia
topic Economia
Econometria
dc.subject.bibliodata.por.fl_str_mv Econometria
description This paper introduces a residual based test where the null hypothesis of c:&InOvement between two processes with local persistenc~ can be tested, even under the presence of an endogenous regressor. It, therefore, fills in an existing lacuna in econometrics, in which longrun relationships can also be tested if the dependent and independent variables do not have a unit root, but do exhibit local persistence.
publishDate 2001
dc.date.issued.fl_str_mv 2001
dc.date.accessioned.fl_str_mv 2014-10-27T12:53:00Z
dc.date.available.fl_str_mv 2014-10-27T12:53:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/12237
url http://hdl.handle.net/10438/12237
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartofseries.por.fl_str_mv Seminários de pesquisa econômica da EPGE
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
instname:Fundação Getulio Vargas (FGV)
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collection Repositório Institucional do FGV (FGV Repositório Digital)
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