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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: 56

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Portfolio Diversification for Global Islamic...

... at each level with the original time series, ... H. (2009). Time Series Econometrics using Microfit 5.0 ... than the 5% critical value of 0 ...

http://www.researchgate.net/profile/Abul_Masih/publication/265422066_The_Effect_of_Recent_Financial_Crisis_on_Global_Portfolio_Diversification_OpportunitiesA_Comparative_Multivariate_GARCH-DCC_MODWT_and_Wavelet_Correlation_Analysis/links/540eefe30cf2d8daaacf75b0

Date added: July 5, 2015 - Views: 1

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CHAPTER 1:

INTRODUCTION. WHAT IS MICROFIT, AND HOW SHOULD YOU USE THIS BOOKLET? Microfit is a computer program, for carrying out econometric analysis: it was designed for ...

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

Date added: January 29, 2012 - Views: 27

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Determinants of Malaysian Trade Balance: An Ardl...

... Introduction to Multiple Time Series Analysis ... (1997), Microfit 4.0, Oxford University Press ... in Storm, S., (ed.), Econometrics and Economic ...

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

Date added: December 13, 2011 - Views: 66

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I

Generalized impulse response function is a new development in the time series ... with Microfit 4.0 User ... Journal of Applied Econometrics , ...

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: 47

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Economic Policy and Applications 31 473

... The properties of time series: unit roots, ... (1997) "Modern Econometrics”, Chapters 1,2,3,4,5,6,7 & 10. ... “Working with Microfit 4.0”, Oxford University ...

http://homepages.strath.ac.uk/~hbs96127/AppliedEconometricsCourseOutline20032004.doc

Date added: July 3, 2013 - Views: 2

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Expectations

... and outstanding values) has lead to a widespread use of econometrics ... Microfit; To perform basic time-series and ... 5.12 3 Dealing with time series ...

http://fin.shufe.edu.cn/fe/Fin_econometrics.doc

Date added: January 22, 2015 - Views: 8

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ABSTRACT - University of Crete

This paper examines the long-run relationship of export and import demand of Malaysia using time series analysis techniques that ... demand are –0.35 and 0.20 ...

http://economics.soc.uoc.gr/macro/8conf/docs/FWICrete%20Greece%5b1%5d.doc

Date added: August 7, 2013 - Views: 2

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Handbook for FIN 4640 - Middlesex University

understand the methods of modern financial time series analysis and ... econometrics: a time series ... 0.025 0.05 0.1 0.9 0.95 0.975 0.99 0.995 [5 ...

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

Date added: September 18, 2014 - Views: 14

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homepages.strath.ac.uk

In this tutorial exercise we investigate graphically some of the time series models we ... these two time series. Microfit: ... with Microfit 4.0 ...

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

Date added: May 3, 2013 - Views: 12

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STOCK MARKET – PRIVATE SECTOR INVESTMENT

STOCK MARKET AND INVESTMENT IN TURKEY: ... in applying unit root tests in time series that exhibit structural ... Tests have been carried out using Microfit 4.0.

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

Date added: May 4, 2013 - Views: 20

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www.nuff.ox.ac.uk

... its main aim is to derive elasticities of demand and supply for manufactured exports using time series ... Microfit version 4.0 was ... in econometrics; ...

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

Date added: November 20, 2013 - Views: 2

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The effects of privatisation and FDI on economic...

This paper uses time-series model to estimate the ... are obtained using Microfit v ... 4.46 14.21 17.51 3.41 NA 0.43 1970 5.60 3.41 14.18 18.75 3.76 38 ...

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

Date added: February 16, 2013 - Views: 15

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A Comparative Analysis of EU Export Demand...

... “Distribution of the Estimators for Autoregressive Time Series with a Unit Root ... UIP for UK,” Journal of Econometrics ... by using Microfit 3.0.

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

Date added: March 22, 2012 - Views: 8

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eprints.uwe.ac.uk

Using five time series techniques our results reveal that the Feldstein ... H. M. and Pesaran, B. (1997) Microfit 4.0. Oxford ... Econometrics and economic ...

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

Date added: September 28, 2013 - Views: 5

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THE DOMINANT ROLE OF SAUDI ARABIA IN THE OIL...

The dominant Role OF Saudi Arabia in the oil ... share and generates high competitive profits over time. ... 2010). Microfit 5.0: Interactive ...

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

Date added: May 9, 2013 - Views: 21

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www.nuff.ox.ac.uk

... and supply for manufactured exports using time series ... to Applied Econometrics, a time series ... Microfit 4.0 Windows Version; Oxford ...

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

Date added: November 4, 2013 - Views: 3

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Agri Economics 2015-DRAFT.docx

... Panel data, Time series analysis. ... Studenmund, A. H. (2005). Using Econometrics: A practical guide. 5th ... ISBN 0 19 435406 5 (particularly good for ...

http://www.hec.gov.pk/InsideHEC/Divisions/AECA/Documents/Curriculum2014/Agri%20Economics%202015-DRAFT.docx

Date added: July 1, 2015 - Views: 3

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How does Financial Liberalisation Impact on Money...

... used time series econometrics to see how interest rate liberalization ... then 0.5 is assigned for the ... Working with Microfit 4.0: Interactive ...

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

Date added: September 10, 2012 - Views: 25

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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: 14

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www.hkimr.org

Data from two advanced econometrics ... Prob. S 0.069176 0.013049 5.301243 0.0000 IQ 0.000175 0.003937 0.044358 0 ... for 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: 20

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EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION...

This paper incorporates the recent advances made in time series analysis, ... Journal of Econometrics. 72 ... The critical values are obtained from the Microfit 4.0 ...

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

Date added: February 17, 2014 - Views: 9

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Table 1 - Τμήμα Οικονομικών Επιστημών

... to testing for weak form efficiency is spectral analysis which is a method of testing for oscillatory movements in a time series. ... Microfit computes the ...

http://economics.soc.uoc.gr/macro/8conf/docs/stock%20market2.doc

Date added: August 5, 2013 - Views: 2

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Remittances And Poverty Nexus: Evidence From...

Remittances and Poverty Nexus: Evidence from ... (2004) calculated the time series data of poverty trends in ... (1997). Working with Microfit 4.0: Interactive ...

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

Date added: November 4, 2011 - Views: 10

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eprints.uwe.ac.uk

... Fully Modified Ordinary Least Squares and Johansen’s time series techniques illustrate statistical robustness and an income elasticity between 0.56 and 0 ...

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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In this study, the bound test (Pesaran et al

We apply a recently developed time series technique ... 044* Intercept 2.4441 0.55228 0.000* Note: * denotes significant at 5 ... with Microfit 4.1 ...

http://www.researchgate.net/profile/Abul_Masih/publication/262224468_Sovereign_Credit_Ratings_and_Macroeconomic_Variables_An_Application_of_Bounds_Testing_Approach_to_Malaysia/links/00b4953719c0514575000000

Date added: July 13, 2015 - Views: 1

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Preliminary version - Old Dominion University

... (ZNZ) patterned vector autoregressive (VAR) modelling, using the pre-windowed approach, ... Zero-non-zero patterned time-series modelling. 1. Introduction.

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

Date added: December 8, 2013 - Views: 8

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Cointegration and market integration: an...

Recent developments in the time series analysis have ... test in Microfit 4.0 was applied to ... H. R., K. A. Lawler, and A. V. Katos (2000) Econometrics: a ...

http://profdoc.um.ac.ir/articles/a/1010651.doc

Date added: May 19, 2013 - Views: 7

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www.northsouth.edu

Paper presented in the International Conference on Applied Economics and Time series Econometrics ... and BB for DMFAS 6.0”. 14. Past ... MICROFIT; MINITAB; PC ...

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

Date added: June 3, 2014 - Views: 17

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www.internationalconference.com.my

We applied time series data ... There are many cointegration approaches available in existing econometrics ... 1997. Working with Microfit 4.0: interactive ...

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

Date added: December 22, 2014 - Views: 3

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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: 16

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Implementing no-interest banking system, monetary...

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: 11

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Dr Geoffrey Pugh - Staffordshire University

... professional development in applied econometrics (focussing on time series ... statistical and econometrics packages: SPSS; Microfit ... Pugh, G ., Hollanders, H ...

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

Date added: October 22, 2014 - Views: 16

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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)

... “Time series analysis for the interest rates ... "Some Recent Developments in a Concept of Causality," Journal of Econometrics, 39 ... (Microfit 4.0) Abbott ...

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

Date added: April 3, 2015 - Views: 1

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http://econ

At the present time, EViews and the Microfit data ... The Armed Services Vocational Aptitude Battery is a series of ten ... It combines ASVAB2 with weight 0.5, ...

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

Date added: April 3, 2015 - Views: 2

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New empirical insights into the growth effects of...

... time-series analysis ... Growth Effects of Economic Integration ... before 193.7 263.1 274.9 351.3 after 258.0 272.8 323.4 400.5 change ...

http://gnu.univ.gda.pl/~brod/brod_wroc.doc

Date added: January 28, 2012 - Views: 20

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I

... finding a stable money demand function suggests that inflation targeting using the ... we include for the first time output uncertainty and monetary ...

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

Date added: September 8, 2013 - Views: 4

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時間序列分析

... 代碼 08 開課班級 碩研財金一甲 開課教師 李源明 學分 3.0 ... Time Series Models. 5. ... 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: 3

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The world food crises awoke the world

This for example could be done by splitting up the time series in such ... Econometrics A Modern Approach Using Eviews ... Asia 2,5 8,7 0,0 0,2 L.A and ...

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

Date added: April 8, 2014 - Views: 15

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www.mdx.ac.uk

Applicants whose first language is not English are required to achieve 6.0 in IELTS or an equivalent recognised by ... Microfit, Eviews, Stata ... Time series ...

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

Date added: July 31, 2014 - Views: 72

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Book Review: - Lahore School of Economics

0.4 0.6 0.5 0.6 0.6 0.8 1.0 0.7 ... “Growth Econometrics,” In the Handbook of ... first using the time series data from 1979 to 2004 to get the future ...

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

Date added: October 30, 2011 - Views: 116

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ANALIZY I OPRACOWANIA - gnu.univ.gda.pl

Analizy i Opracowania. ... time-series analysis ... (in mln) before 193.7 263.1 274.9 351.3 after 258.0 272.8 323.4 400.5 change ...

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

Date added: April 21, 2012 - Views: 12

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Website Analysis - Home - Los Angeles Basin...

... edited two SPE reprint series, ... Using Geomechanical Modeling and Time Lapse Multi ... Applied Econometrics, and a co-developer of Microfit ...

http://www.laspe.org/2015-WesternRegionalMeeting/2015-WesternRegionalMeeting.docx

Date added: April 20, 2015 - Views: 4

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Determining economic values of King George whiting...

... both from the food group indices in Table 6A under the same 6401.0 listing. The series used ... about 0.5 kg filleted fish worth ... 1.915 Time 7.05 5.711 ...

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

Date added: April 11, 2014 - Views: 8

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NewRef - CEU Library

Philosophical problems of space and time ... a modern approach using EViews and Microfit ... Estimation in conditionally heteroscedastic time series ...

http://www.library.ceu.hu/downloads/january.doc

Date added: August 19, 2011 - Views: 155

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Ms útmutató

... ODMG 3.0. Morgan Kaufmann. 2000. ... Time series analysis. Princeton, ... a modern approach using EViews and Microfit. Palgrave MacMillan, 2007.

http://www.inf.unideb.hu/valseg/dolgozok/ispany/TanulmanyiBizottsag/2013_03_04/gi_msc_angol_elokeszites.docx

Date added: August 24, 2014 - Views: 41

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ΕΘΝΙΚΟ ΚΑΙ ΚΑΠΟΔΙΣΤΡΙΑΚΟ ΠΑΝΕΠΙΣΤΗΜΙΟ ΑΘΗ

Ι. Για τον Οδηγό Σπουδών 5. ΙΙ. ... (e.g. econometrics, game theory, experimental methods) but, on the other hand, ...

http://www.econ.uoa.gr/fileadmin/econ.uoa.gr/uploads/anakoinwseis/od.spoudwn_2012-13__29-04___ver_1.doc

Date added: October 28, 2012 - Views: 65