Ãëàâà 1     Ãëàâà 2   
 

 

184. Ghysels E., H.S. Lee, J. Noh (1994) “Testing for Unit Roots in Seasonal

Time Series: Some Theoretical Extensions and a Monte Carlo

Investigation”, Journal of Econometrics, 62, 415-442.

185. Ghysels E., Perron P. (1992) “The Effect of Seasonal Adjustment

Filters on Tests for a Unit Root”, Journal of Econometrics, 55, 57-

98.

186. Gragg J. (1983) “More Efficient Estimation in the Presence of Heteroscedasticity

of Unknown Form”, Econometrica, 51, 751-763.

187. Granger C.W.J. (1963) “The Effect of Varjing Month-Length in the

Analisis of Economic Time Series”, L’Industria, 1, 3, Milano.

188. Green W.H. (1997) “Econometric Analysis”. 3rd edition, Prentice-

Hall.

189. Hafer R.W., D.W. Jansen (1991) “The Demand for Money in the

United States: Evidence from Cointegration Tests”, Journal of

Money, Credit, and Banking, 23 (1991), 155-168.

190. Hall A. (1994) “Testing for a Unit Root in Time Series with Pretest

Data-Based Model Selection”, Journal of Business and Economic

Statistics, 12, 451-470.

191. Hamilton, James D. (1994) Time Series Analysis, Princeton University

Press, Princeton.

192. Hasan M.S. (1998) “The Choice of Appropriate Monetary Aggregate

in the United Kingdom”, Applied Economic Letters, 5, ¹9,

563-568.

193. Hatanaka M. (1996) Time Series-Based Econometrics: Unit Roots

and Cointegration, Oxford University Press.

194. Holden D., Perman R. (1994) “Unit Roots and Cointegration for

Economist”, â ñáîðíèêå Cointegration for the Applied Economists

(ðåäàêòîð Rao B.B.), Macmillan.

195. Holt C.C. (1957) “Forecasting Seasonals and Trends by Exponentially

Weighted Moving Averages”, Carnegie Inst. Tech. Res.

Mem., 52.

196. Johansen S., K. Juselius (1990) “Maximum Likelihood Estimation

and Inferences on Cointegration–with applications to the demand

for money,” Oxford Bulletin of Economics and Statistics, 52, 169–

210.

197. Kim B. J.C., Mo Soowon (1995) “Cointegration and the long-run

forecast of exchange rates“, Economics Letters, 48, ¹¹ 3-4, 353-

359.

198. Kolmogoroff A. (1939) “Sur L’interpolation et L’extrapolation des

Suites Stationaires”, Compt. Rend., 208, 2043.








if gte vml