- Johansen cointegration test
- Общая лексика: тест Йохансена на коинтеграцию
Универсальный англо-русский словарь. Академик.ру. 2011.
Johansen cointegration test
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Cointegration — is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift. Contents 1 Introduction 2 Test 3 See also 4 Reference … Wikipedia
Peter Reinhard Hansen (economist) — Infobox Person name = Peter Reinhard Hansen image size = caption = birth date = 1968 birth place = Sorø, Denmark death date = death place = education = Ph.D. from University of California, San Diego occupation = Assistant Professor of Economics,… … Wikipedia
