Statements (22)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:appliesTo |
time series analysis
|
| gptkbp:basisFor |
gptkb:Engle-Granger_test
gptkb:Johansen_test gptkb:Phillips-Ouliaris_test |
| gptkbp:describes |
long-run equilibrium relationships
|
| gptkbp:developedBy |
gptkb:Clive_Granger
gptkb:Robert_Engle |
| https://www.w3.org/2000/01/rdf-schema#label |
Cointegration theory
|
| gptkbp:importantFor |
modeling non-stationary time series
|
| gptkbp:introducedIn |
1980s
|
| gptkbp:NobelPrizeYear |
gptkb:Clive_Granger
gptkb:Economic_Sciences 2003 |
| gptkbp:relatedTo |
stationarity
error correction model unit root |
| gptkbp:usedIn |
finance
statistics econometrics |
| gptkbp:bfsParent |
gptkb:Clive_Granger
|
| gptkbp:bfsLayer |
5
|