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Determinants of Crude Oil Prices:

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Determinants of Crude Oil Prices:

The four determinants of oil prices are not necessarily separate from each ... Time Series Econometrics using Microfit 5.0, Oxford: Oxford University Press. ...

http://www.usaee.org/usaee2012/submissions/ExtendedAbs/Nourah%20AlYousef.doc

Date added: May 4, 2013 - Views: 44

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CHAPTER 1:

Other writers (e.g. Pesaran M.H. & Pesaran B., 1997, Working with Microfit 4.0: ... Microfit also computes a correlation matrix, ... of econometrics ...

http://course.shufe.edu.cn/jpkc/jrjlx/ref/MicrofitManual.doc

Date added: January 29, 2012 - Views: 24

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homepages.strath.ac.uk

After having generated the series in Excel, use PcGive or Microfit to analyse graphically their characteristics. Plot each of the five generated time series separately.

http://homepages.strath.ac.uk/~hbs96127/Tutorial1.doc

Date added: May 3, 2013 - Views: 12

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Determinants of Malaysian Trade Balance: An Ardl Bound ...

... using exchange rates. ... Chapter 11, in Storm, S., (ed.), Econometrics and Economic Theory in the 20th. Century: The Ragnar Frisch Centennial Symposium, ...

http://www.gcbe.us/6th_GCBE/data/Determinants%20of%20Malaysian%20Trade%20Balance%20An%20Ardl%20Bound%20Testing%20Approach.doc

Date added: December 13, 2011 - Views: 54

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DEPARTMENT OF ACCOUNTING AND FINANCE

Pesaran M H and Pesaran B (1997) “Working with Microfit 4.0”, Oxford University Press. Harris, R (1995) Using Cointegration Analysis in Econometric Modelling, ...

http://homepages.strath.ac.uk/~hbs96127/AppliedEconometricsCourseOutline20052006.doc

Date added: June 4, 2013 - Views: 7

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I

... approach to cointegration is considered an ideal technique in estimating small time series model for its ability to correct biases in the estimates due to ...

http://www2.southeastern.edu/orgs/ijae/index_files/IJAE%20SEPT%2009%20NASIR%2011-22-09%20Dynamic_Draft_resubmitAug08.doc

Date added: November 10, 2012 - Views: 44

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ABSTRACT - University of Crete

... both t tests and rely on rejecting the hypothesis that the series is a random walk in favour of stationarity. By using MICROFIT 4.0 version, ...

http://economics.soc.uoc.gr/macro/8conf/docs/Greece%5b1%5d.doc

Date added: August 28, 2013 - Views: 2

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INDIA'S EXPORT COMPETITIVENESS IN ASEAN MARKET : AN ...

... Unit root tests have been performed using Microfit 4.0 (Pesaran and Pesaran 1997). ... Maddala, G. S. Introduction to Econometrics. Second Edition.

http://www.hss.iitb.ac.in/ties07/paper/ts1/psE/2.doc

Date added: March 29, 2013 - Views: 16

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Handbook for FIN 4640 - Middlesex University

understand the methods of modern financial time series analysis and critically evaluate the use of these methods in current finance literature .

http://mubsweb.mdx.ac.uk/www/modules/handbooks/BS/FIN4425.doc

Date added: September 18, 2014 - Views: 9

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www.nuff.ox.ac.uk

Microfit version 4.0 was used for the estimation process. This section presents an example of how the estimations were run as an illustration of the estimation ...

http://www.nuff.ox.ac.uk/users/behar/rw/workingpaper.doc

Date added: November 20, 2013 - Views: 2

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STOCK MARKET – PRIVATE SECTOR INVESTMENT

STOCK MARKET AND INVESTMENT IN TURKEY: EVIDENCE FROM COINTEGRATION AND CAUSALITY TESTS. ... Using time series data, subsequent studies (Schwert, 1990; Barro, ...

http://hrcak.srce.hr/file/74263

Date added: May 4, 2013 - Views: 18

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Gujarati Damodar N. (1988) Basic Econometrics, McGraw-Hill.

... in the services sector on economic performance. The Autoregressive Distributed Lag (ARDL) model is applied on time series data over the period 1975 to 2009.

http://vcampus.uom.ac.mu/researchweek/conference2009/uploads/paper583115.docx

Date added: August 16, 2013 - Views: 17

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FINANCIAL LIBERALISATION - Journal of Policy Modeling

... λ 1 λ 2 λ 3 λ 4 λ 5 0 and H A: ... Econometrics and Economic Theory in the 20th Century: The Ragner Frisch Centennial. Symposium. Cambridge, Cambridge ...

http://www.econmodels.com/upload7282/8cf426c5e918c94b06dbf366af58ec04.docx

Date added: September 16, 2012 - Views: 48

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THE DOMINANT ROLE OF SAUDI ARABIA IN THE OIL MARKET 1997-2010

Pesaran, M. H. & B. Pesaran, (2010). Microfit 5.0: Interactive Econometric Analysis, Oxford: Oxford University Press. Pesaran, M. H., Y. Shin, & R. J. Smith, (1996).

http://www.usaee.org/usaee2011/submissions/Abs/abstract%20IAEE%202011.doc

Date added: May 9, 2013 - Views: 15

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The effects of privatisation and FDI on economic growth in Egypt

The above estimations for the normalised coefficients are obtained using Microfit v ... 81 4.46 14.21 17.51 3.41 NA 0.43 1970 5.60 3.41 14.18 18.75 3.76 38.77 0 ...

http://www.eefs.eu/conf/Warsaw/Papers/599.doc

Date added: February 16, 2013 - Views: 9

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WP/02/05

of the integration properties of the individual series used in the empirical analysis. Instead, it relies on a bounds-testing procedure. In this setting, ...

http://www.africametrics.org/documents/conference07/Day%203/Session%207/Mokoena%20microstruture.doc

Date added: May 9, 2013 - Views: 13

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A Comparative Analysis of EU Export Demand Elasticities in ...

Estimation has been performed by using Microfit 3.0. * Indicates significance at 5 percent level; critical values are based on Osterwald-Lenum (1992).

http://www.alde.es/encuentros/anteriores/vieea/autores/C/87.doc

Date added: March 22, 2012 - Views: 6

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eprints.uwe.ac.uk

Using five time series techniques our results reveal that the Feldstein-Horioka puzzle exists in a weak form with a lower saving retention coefficient.

http://eprints.uwe.ac.uk/15886/1/Applied%20Economics%20Revised%2016%2D04%2D10.doc

Date added: September 28, 2013 - Views: 3

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www.hkimr.org

... Y67 Y68 Y69 Y70 Y71 MED KWW MRT AGE Variable Coefficient Std. Error t-Statistic Prob. S 0.079088 0.013325 5.935254 0.0000 IQ -0 ... Microfit version 4.0.

http://www.hkimr.org/uploads/conference_detail/836/n_paper_0_92_11may-ccbs_docs_9916_1-doc.doc

Date added: April 11, 2013 - Views: 17

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www.nuff.ox.ac.uk

... but its main aim is simply to derive elasticities of demand and supply for manufactured exports using time series data. These can be used as inputs into other ...

http://www.nuff.ox.ac.uk/users/behar/cv/exportsvecm.doc

Date added: November 4, 2013 - Views: 3

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How does Financial Liberalisation Impact on Money Demand and ...

... then 0.5 is assigned for the first phase and 1 for the ... (1997). Working with Microfit 4.0: Interactive Econometric Analysis , Oxford, Oxford ...

http://docs.mak.ac.ug/sites/default/files/FINANCIAL%20LIBERALISATION,%20MONEY%20DEMAND%20AND%20ECONOMIC%20GROWTH..doc

Date added: September 10, 2012 - Views: 21

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Preliminary version - Old Dominion University

... from DataStream™ over the period January 1999 to October 2000. To examine stationarity for each series we used Microfit 4.0 to carry out the augmented ...

http://ww2.odu.edu/bpa/efma/rterrell.doc

Date added: December 8, 2013 - Views: 3

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eprints.uwe.ac.uk

... Squares and Johansen’s time series techniques illustrate statistical robustness and an income elasticity between 0.56 and 0.84.

http://eprints.uwe.ac.uk/15885/1/App%20Econ%20Revised%202%2D3%2D10%20names%20removed.doc

Date added: October 6, 2014 - Views: 3

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ecomod.net

... time-series, Iran, Turkey. JEL Classification: F14, F31, C22. Introduction. To explain the impact of exchange rate volatility on international trade flows many ...

http://ecomod.net/system/files/Mohammadpour-Manuscript%20%28Ecomod%29_0.doc

Date added: December 1, 2014 - Views: 3

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Remittances And Poverty Nexus: Evidence From Pakistan

... M. H., Pesaran, B. (1997). Working with Microfit 4.0 ... “Bounds Testing Approaches to the Analysis of Level Relationships” Journal of Applied Econometrics ...

http://www.gcbe.uswww.gcbe.us/2008_OBEC/data/Rukhsana%20Kalim,%20Mohammad%20Shahbaz.doc

Date added: November 18, 2012 - Views: 11

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EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION MODEL

... this study by using an extensive sample period and large information set proposes to obtain more robust results than those ... Journal of Econometrics, 60: 203-233.

http://coin.wne.uw.edu.pl/krosiak/index_pliki/4_vecm/VECM_Anoruo_Ramchander.doc

Date added: February 17, 2014 - Views: 5

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www.northsouth.edu

His field of interest ranges from International Finance (Open Economy Macroeconomics), Public Debt Management, Time Series Forecasting to Development Economics.

http://www.northsouth.edu/assets/files/Faculty-CV/Long-CV-Dr.-Gour-Gobinda-Goswami.docx

Date added: June 3, 2014 - Views: 12

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Email Template - University of Reading

MSc COURSES IN. ECONOMICS, ACCOUNTING, BANKING AND FINANCE 2001/02 (((((Faculty of Letters and Social Sciences. SCHOOL OF BUSINESS. THE DEPARTMENT OF ECONOMICS

http://www.reading.ac.uk/Econ/Econ/msc2001.doc

Date added: August 24, 2014 - Views: 1

doc
economics.soc.uoc.gr

The inflation uncertainty is decomposed into two components – impulse and structural using a structrural time series framework. The results are mixed.

http://economics.soc.uoc.gr/macro/11conf/docs/Infl_Comp_Mly_03.doc

Date added: August 8, 2013 - Views: 2

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http://econ

The Armed Services Vocational Aptitude Battery is a series of ten tests taken by potential recruits to the military.

http://ufr-segmi.u-paris10.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?ID_FICHIER=1348818742184&INLINE=FALSE

Date added: April 3, 2015 - Views: 1

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I

Pesaran, M. H. and Pesaran, B. (1997), “Working with Microfit 4.0, Interactive Econometric . Analysis” Camfit Data Ltd., ...

http://www.siue.edu/business/economicsandfinance/pdf/Paper_297__Money_demand_econ__uncertainty_in_Emerging-2_.doc

Date added: September 8, 2013 - Views: 3

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時間序列分析

Applied Econometrics: a Modern approach using EViews and Microfit

http://faculty.stust.edu.tw/~files/cour/doc/10002/08/10002_08_80M03801.doc

Date added: September 11, 2014 - Views: 2

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Cointegration and market integration: an application to the ...

... test in Microfit 4.0 was applied to the data to test the stationarity of the time series in this study. If the ADF statistics is less than its critical values, ...

http://profdoc.um.ac.ir/articles/a/164.doc

Date added: May 22, 2012 - Views: 7

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Implementing no-interest banking system, monetary policy ...

Two important features of a monetary system are its policy controllability and reliability. Using an autoregressive distributed lag (ARDL) approach, ...

http://www.iefpedia.com/english/wp-content/uploads/2009/11/Implementing-No-Interest-Banking-System-Monetary-Policy-Controllability-And-The-Monetary-Aggregate-Economics-Goals-Link-In-Iran.doc

Date added: August 13, 2013 - Views: 1

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www.internationalconference.com.my

Pesaran, M.H. Pesaran, B., 1997. Working with Microfit 4.0: interactive econometric analysis. Oxford University Press, Oxford. Pesavento, E., 2004.

http://www.internationalconference.com.my/proceeding/icmef2014_proceeding/icmef2014_proceeding/111%20Final%20Paper%20EDITED.doc

Date added: December 22, 2014 - Views: 1

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计量软件评述、经验(强烈推荐),不看会后悔的

LIMDEP 8.0 This econometrics software package was written by William Greene, the author of Econometric Methods.

http://web.cenet.org.cn/upfile/107454.doc

Date added: November 23, 2011 - Views: 17

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Does Energy Consumption Fuel Economic Growth in India

... Horizon CRUDEPETROLGR GROWTH 1 100.00 0.00 2 94.67 5.32 3 94.67 5.32 ... the econometrics techniques ... Does Energy Consumption Fuel Economic ...

http://www.hss.iitb.ac.in/ties07/paper/ts2/psB/5.doc

Date added: November 20, 2012 - Views: 8

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Dr Geoffrey Pugh - Staffordshire University

... professional development in applied econometrics (focussing on time series analysis); ...

http://www.staffs.ac.uk/assets/Geoff_Pugh_full_academic_CV_September_2014_tcm44-74969.docx

Date added: October 22, 2014 - Views: 5

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淡江大學八十七學年度第一學期課程教學計劃表(格式二)

淡江大學 商學院 財金系一0三學年度第二學期教學大綱 (財金所 ...

http://mail.tku.edu.tw/niehcc/103-2/S-FinTh103(2)PhD.doc

Date added: April 3, 2015 - Views: 1

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www.researchgate.net

... “Microfit 4.0: Interactive Econometric Analysis”, Oxford: Oxford University Press. Pesaran, M.H., Shin. Y., and R.P Smith, 1999, “Pooled mean group ...

http://www.researchgate.net/profile/Kesseven_Padachi/publication/228293583_Determinants_of_Financial_Development_The_Case_of_Mauritius/links/53e268ea0cf216e8321b3354?origin=publication_detail

Date added: April 3, 2015 - Views: 1

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The world food crises awoke the world

Asteriou, Dimitrious and Stephen G. Hall(2007). “Applied Econometrics A Modern Approach Using Eviews and Microfit.” Londen: Palgrave Macmillan.

http://thesis.eur.nl/pub/5236/Heuvelen%20,%20G.%20287480%209-4-2009-id%20thesis5236.doc

Date added: April 8, 2014 - Views: 9

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New empirical insights into the growth effects of economic ...

These have included: time-series analysis (e.g. Landau 1995, Vanhoudt 1999), standard growth regression analysis (e.g. Henrekson et al. 1996), ...

http://128.118.178.162/eps/it/papers/0510/0510005.doc

Date added: March 2, 2015 - Views: 1

doc
Book Review: - Lahore School of Economics

... Asif Iqbal, and Muhammad Atiq The Determinants of Capital Structure of the Chemical Industry in Pakistan Book Review: ... using purchasing power parity ...

http://www.lahoreschoolofeconomics.edu.pk/JOURNAL/Vol13-No1/Vol.13%20No.1.doc

Date added: October 30, 2011 - Views: 107

doc
Economic Globalization, Wages and Wage Inequality in Tunisia ...

Using VAR and VECM estimations, ... In Strom, S. (Ed.), Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium.

http://www.gcbe.us/2012_CBEC/data/Ousama%20Ben%20Salha.docx

Date added: March 30, 2013 - Views: 17

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ANALIZY I OPRACOWANIA - gnu.univ.gda.pl

Analizy i Opracowania. Econometric Analysis of Impact of Relative Location on the ... Journal of Econometrics Vol. 68 ... 2 2 17 Analizy i Opracowania. Katedra ...

http://gnu.univ.gda.pl/~keie/ao9.doc

Date added: April 21, 2012 - Views: 6

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www.mdx.ac.uk

A series of Library Subject Guides (http://libguides.mdx.ac.uk) have been designed to assist students.

http://www.mdx.ac.uk/__data/assets/word_doc/0020/58304/Business-Economics-BSc.doc

Date added: July 31, 2014 - Views: 52

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ANALIZY I OPRACOWANIA - gnu.univ.gda.pl

... increases in the scale of the internal market mainly due two a series of enlargements ... of Econometrics Vol. 68 ... 18 Analizy i Opracowania.

http://gnu.univ.gda.pl/~keie/ao7.doc

Date added: May 19, 2012 - Views: 4

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Determining economic values of King George whiting ...

... Microfit: User Manual, Oxford University Press, Oxford. Poirer, D.E. (ed.), (1990), “A Conversation on Econometric Methodology”, (with David Hendry and ...

http://frdc.com.au/research/Documents/Final_reports/1995-140-DLD.DOC

Date added: April 11, 2014 - Views: 2

doc
' شناسايي عوامل موثر بر بکارگيري تجارت الکت

Applied Econometrics, A Modern Approach Using Eviews and Microfit ”, Palgrave Macmillan. Campbell, J.Y. and Ludger H. (1992). ...

http://profdoc.um.ac.ir/articles/a/1038767.doc

Date added: February 4, 2014 - Views: 1