About this document
مقارنة طرق تقدير انحدار التكامل by Djamel Dijj is a document available to read on EtoBox.
This document discusses four methods for estimating cointegration regression: Ordinary Least Squares, Fully Modified Ordinary Least Squares, Canonical cointegrating regression, and Dynamic Ordinary Least Squares. It applies these methods to analyze the relationship between money supply (M1) and consumer price index (CPI) in Iraq. The results showed that the Ordinary Least Squares and Dynamic Least Squares methods produced estimates that were good and reliable. Data analysis was performed using the EViews 7
- Author
- Djamel Dijj
- Language
- EN