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Determinants of Crude Oil Prices:

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Determinants of Crude Oil Prices:

Determinants of crude oil prices between 1997-2011 . ... Time Series Econometrics using Microfit 5.0, Oxford: Oxford University Press. Phillips, Peter C.B. and Jun Yu ...

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

Date added: May 4, 2013 - Views: 77

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Institute of Management & Technology

... //www.dropbox.com/s/bgdgz2e3ejfg4g4/Econometrics%20Books.rar?dl=0. ... com/s/75etbfp35vjk5ku/Eviews%209%20x32b.rar?dl=0. Microfit 5: ... 5 Time Series Models.

http://admin.umt.edu.pk/Media/Site/SBE/SubSites/doe/FileManager/CourseOutlines/Applied%20Econometrics.doc

Date added: November 22, 2015 - Views: 2

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1st step in applying ARDL or Bond Testing Approach...

Level 1st Difference Variables Constant Constant and Trend Constant Constant and Trend GDP 5.420 (0 ... by using time series data ... Econometrics , 16, 289-326 ...

http://www.uedpress.org/ojs/index.php/jiar/article/view/6/18

Date added: May 30, 2012 - Views: 156

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Introduction to Microfit 4 for Windows

Microfit 4 for Windows is an econometrics ... completed using Microfit. ... 7.8 1962 1.4 5.8 1963 1.4 5.7 1964 1.5 5.0 1965 1.9 4.0 1966 2.6 3.2 ...

http://fin.shufe.edu.cn/fe/operation%20manual/Introduction%20to%20Microfit%204%20for%20Windows.doc

Date added: April 26, 2015 - Views: 13

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www.researchgate.net

... 0000 2 93.2540 5.2947 0.2173 1.2338 3 86 ... using time series data of ... Time series econometrics using Microfit 5.0 (first edition ...

https://www.researchgate.net/profile/Abdulkadir_Rafindadi3/publication/274084699_DOES_FINANCIAL_DEVELOPMENT_ADD_TO_ENERGY_CONSUMPTION_IN_SOUTH_AFRICA_AN_APPLICATION_OF_STRUCTURAL_BREAK_COINTEGRATION_AND_THE_INNOVATION_ACCOUNTING_TEST/links/55162b0a0cf2f7d80a366212

Date added: April 22, 2016 - Views: 1

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CHAPTER 1:

... 1997, Working with Microfit 4.0, ... The standard approach for this problem in time-series data is to ... Microfit also computes a correlation matrix, ...

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

Date added: January 29, 2012 - Views: 37

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Autoregressive Distributed Lags Model - Fordham...

are present in econometrics for several reasons. ... (=0.5, mean lag is 1 period. ... Univariate time series, M3. yt= ...

http://legacy.fordham.edu/economics/vinod/autoregressivedl.doc

Date added: March 27, 2016 - Views: 1

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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 ... by Microfit 4.0 ... econometrics analysis ...

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

Date added: April 22, 2016 - Views: 1

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In this study, the bound test (Pesaran et al -...

We apply a recently developed time series technique ... Applied Econometrics, ... 0.044* Intercept 2.4441 0.55228 0.000* Note: * denotes significant at 5 ...

https://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: January 19, 2016 - Views: 3

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I

... approach to cointegration is considered an ideal technique in estimating small time series model for ... Working with Microfit 4.0 User ... 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: 50

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The effects of privatisation and FDI on economic...

This paper uses time-series model to estimate the ... at 5%. Test performed using Microfit ... 0.71 -1.12 13.98 19.16 5.11 34.72 0.398 1974 2.49 0.54 20 ...

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

Date added: February 16, 2013 - Views: 21

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Eviews is an encrypted software -...

Notes for Using Eviews for Time Series ... based on time series data. Eviews is an encrypted software. ... 0379 10.56672 22.52714 0.0000 SZAD 0.314650 0 ...

http://fin.shufe.edu.cn/fe/operation%20manual/Notes_on_Time_Series_Analysis_by_Eviews_.doc

Date added: January 27, 2015 - Views: 4

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Determinants of Malaysian Trade Balance: An Ardl...

... Introduction to Multiple Time Series Analysis ... (1997), Microfit 4.0, Oxford University Press ... Relationships”, Journal of Applied Econometrics, ...

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

Date added: December 13, 2011 - Views: 70

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1 - down.cenet.org.cn

Let us move explicitly to a time series framework by using t subscripts ... regressions in time series econometrics, ... H 0.159 0.027 5.83 [.00] C(-1) 0.856 ...

http://down.cenet.org.cn/upfile/79/200514223322187.doc

Date added: October 29, 2014 - Views: 1

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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: 30

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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: 33

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

The dominant Role OF Saudi Arabia in the oil Market ... Journal of the Royal Statistical Society Series B, ... (2010). Microfit 5.0: Interactive Econometric ...

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

Date added: May 9, 2013 - Views: 25

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How does Financial Liberalisation Impact on Money...

... using time series analysis and ... used time series econometrics to see how interest rate liberalization had affected ... Working with Microfit 4.0: ...

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

Date added: September 10, 2012 - Views: 29

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www.nuff.ox.ac.uk

... but some estimates are as low as 0 ... its main aim is to derive elasticities of demand and supply for manufactured exports using time series ... Chapter 5 finds ...

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

Date added: November 20, 2013 - Views: 5

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Table 1 - fmwww.bc.edu

The first differences of the series appear to confirm the results obtained in Table 3 that the series are I(0) in ... in Econometrics, ... Time Series Regression with ...

http://fmwww.bc.edu/repec/esFEAM04/up.23143.1079407095.pdf

Date added: March 31, 2016 - Views: 1

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WP/02/05 - Econometric Society Africa Region

... daily turnover on the South African foreign-exchange market or the South African Reserve Bank’s Quarterly Bulletin time series ... using Microfit software ...

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

Date added: May 9, 2013 - Views: 14

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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

... we examined Wagner’s Law for New Zealand using time series data for ... H. M. and Pesaran, B. (1997) Microfit 4.0 ... Journal of Applied Econometrics, 16 ...

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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STOCK MARKET – PRIVATE SECTOR INVESTMENT

STOCK MARKET AND INVESTMENT IN TURKEY: ... Using time series data, subsequent studies ... Tests have been carried out using Microfit 4.0.

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

Date added: May 4, 2013 - Views: 21

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eprints.uwe.ac.uk

Using five time series techniques our results reveal that the ... Journal of Applied Econometrics, 18 ... H. M. and Pesaran, B. (1997) Microfit 4.0. Oxford ...

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

Date added: September 28, 2013 - Views: 7

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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: 10

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Ekonometrikos II paskaitų programa - web.vu.lt

0. 3. Įvadinė paskaita ... Asteriou D.Applied Econometrics A Moderm approach using EWievs and Microfit. ... Practical Econometrics II. Time Series Analysis (Lecture ...

http://web.vu.lt/ef/v.karpuskiene/files/2015/09/Programa-2015.docx

Date added: September 9, 2015 - Views: 2

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www.nuff.ox.ac.uk

A VAR is characteristic of the top down approach to econometrics. ... research should also have the luxury of using long time series from a ... Microfit 4.0 Windows ...

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

Date added: November 4, 2013 - Views: 5

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Cointegration and market integration: an...

... integration of main crops' markets in Iran are analyzed in this article using the Engle-Granger cointegration technique and vector autoregressive ...

https://pooya.um.ac.ir/ResearchDocuments/papers/164.doc

Date added: January 14, 2016 - Views: 1

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EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION...

... AN ERROR CORRECTION MODEL. ... This paper incorporates the recent advances made in time series ... 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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Implementing no-interest banking system, monetary...

Implementing No-Interest Banking System, Monetary Policy Controllability ... Using time series ... M. Hashem and Bahram Pesaran (1997), Working With Microfit 4.0: ...

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: 18

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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: 19

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Email Template - reading.ac.uk

At the same time, we are careful to ... Topics in Time Series. ... There will be 5 hours of classes in the use of the econometrics package Microfit (Peseran and ...

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

Date added: August 24, 2014 - Views: 18

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http://econ - ufr-segmi.u-paris10.fr

At the present time, EViews and the Microfit data sets will ... of earnings has long been a major application of econometrics. ... 0 if female) ETHBLACK D ...

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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Minutes of NCRC Final Meeting: - hec.gov.pk

... 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: 41

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DIFFUSION MODELLING - ekf.tuke.sk

Section 5 contains data description and empirical results. Finally, the last section contains the conclusion remarks. BACKGROUND OF THE LIBYAN ECONOMY .

http://www3.ekf.tuke.sk/mladivedci2011/prispevky/6ehr7f67c62q16sgh70ubcsml2/20110929_1229/factors%20influencing%20the%20libyan%20investments.doc

Date added: June 5, 2015 - Views: 2

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Government Banking and Economic Growth

... among time series variables, several econometrics methods are ... Working with Microfit 4.0: Interactive ... 0.12 (0.17) Venezuela 1.5 (0.25) 0 ...

http://journals.ut.ac.ir/article_31001_a036ada07630facbe7bd5bd10d76ff3a.pdf

Date added: April 21, 2016 - Views: 1

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ecomod.net

import demand, real effective exchange rate, time-series, Iran, Turkey. JEL Classification: ... using bilateral import data from selected external source of Iran. ...

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

Date added: December 1, 2014 - Views: 4

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www.staffs.ac.uk

CABR was established to raise the level of activity and profile of Business School research and enterprise activities. To this end, over the period 2009 to 2013 we ...

https://www.staffs.ac.uk/assets/Geoff%20Pugh%20full%20academic%20CV_February%202016_tcm44-74969.docx

Date added: April 22, 2016 - Views: 1

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New empirical insights into the growth effects of...

Relative Centrality or Peripheriality and the Growth Effects of Economic Integration within the ... time-series analysis (e.g ... 3 after 258.0 272.8 323.4 400.5 ...

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

Date added: January 28, 2012 - Views: 20

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Financial Reforms, Financial Sector Development...

... evaluated the effects of real value of domestic credit on real GDP by employing time series data ... Working with Microfit 4.0 ... Econometrics: A ...

http://macro.soc.uoc.gr/11conf/docs/sufian%205+final.doc

Date added: February 15, 2016 - Views: 1

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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/0020/48701/Business-Economics-BSc.doc

Date added: February 28, 2016 - Views: 2

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The world food crises awoke the world

For Malawi time series was ... “Applied Econometrics A Modern Approach Using Eviews and ... Europe and central Asia 2,5 8,7 0,0 0,2 L.A and the Caribbean 3 ...

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

Date added: April 1, 2016 - Views: 1

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' شناسايي عوامل موثر بر بکارگيري تجارت الکترونيکي:...

... (000/0) 5.536- 0.017 0.095- ... A Modern Approach Using Eviews and Microfit ”, ... Distribution of the Estimators for Autoregressive Time Series with a Unit Root

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

Date added: February 4, 2014 - Views: 2

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Determining economic values of King George whiting...

5.3 The Seasonal Factor 27. 6. ECONOMIC VALUES FOR COMMERCIAL FISHERIES 29. 6.1 Partial Equilibrium Estimates of Scalefish Values 29. 6.2 Taking Final Demand into ...

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

Date added: April 11, 2014 - Views: 10

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ANALIZY I OPRACOWANIA - gnu.univ.gda.pl

Analizy i Opracowania. ... time-series analysis (e ... *** (-4.35)*** (-4.03)*** EUSC_POP1 0.0001 (5.37)*** EUSC_POP2 0.0001 (5.41) *** EUSC_GDP1 0 ...

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

Date added: May 19, 2012 - Views: 6

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ΕΘΝΙΚΟ ΚΑΙ ΚΑΠΟΔΙΣΤΡΙΑΚΟ ΠΑΝΕΠΙΣΤΗΜΙΟ ΑΘΗΝΩΝ ΤΜΗΜΑ...

... (e.g. econometrics, game theory ... ECO311 Βιομηχανική Οικονομική Ι 5 ECO312 Οικονομικά του ...

http://www.econ.uoa.gr/fileadmin/econ.uoa.gr/uploads/useful_docs/2012-13_O.S._site.doc

Date added: August 11, 2013 - Views: 48

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Hizmet ve Mal sektörleri Enflasyonları Arasındaki...

Factors Influencing Relative Price of Goods and Services Sectors . in Turkey: An Econometric Analysis . Kıvılcım Metin Özcan, Department of Economics, Bilkent ...

http://econ.bilkent.edu.tr/wp-content/uploads/2012/03/09-01-DP_KivilcimMetin-Ozcan.doc

Date added: January 21, 2014 - Views: 5

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www.rds.ontarioenergyboard.ca

ONTARIO ENERGY BOARD. FILE NO.: EB-2015-0004 Hydro Ottawa Limited . VOLUME: DATE: Technical Conference. August 14, 2015 . EB-2015-0004. Hydro Ottawa Limited ...

http://www.rds.ontarioenergyboard.ca/webdrawer/webdrawer.dll/webdrawer/rec/491070/view/

Date added: September 9, 2015 - Views: 1