Politická ekonomie 1997, 45(5):733-746 | DOI: 10.18267/j.polek.303

Kointegrace v jednorovnicových modelech

Josef Arlt

Co-integration in One-equation Models

In modelling of economical time series, it is logical to come out from hypotheses to some economic relationship. If the deviation of time series development is only short time period, with time limit behind it cannot go, we say that time series are in equilibrium. Statisticians call it co-integration of time series. The text draws out a base idea of integration and co-integration of time series. Consequently describe a genesis, content and problems of EC model most frequently used to test the roots and co-integration.

Published: October 1, 1997  Show citation

ACS AIP APA ASA Harvard Chicago IEEE ISO690 MLA NLM Turabian Vancouver
Arlt, J. (1997). Co-integration in One-equation Models. Politická ekonomie, 45(5), 733-746. doi: 10.18267/j.polek.303
Download citation
  • BibTeX (.bib)
  • Bookends (.ris)
  • EasyBib (.ris)
  • EndNote (.enw)
  • EndNote 8 (.xml)
  • ISI WoS (.isi)
  • Medlars (.medlars)
  • Mendeley (.ris)
  • MODS (.xml)
  • Papers (.ris)
  • RefWorks (.txt)
  • RefManager (.ris)
  • RIS (.ris)
  • MS Word (.xml)
  • Zotero (.ris)

    • This is an open access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY NC ND 4.0), which permits non-comercial use, distribution, and reproduction in any medium, provided the original publication is properly cited. No use, distribution or reproduction is permitted which does not comply with these terms.


    Return to the content