| Titre | Modèles à correction d'erreur : l'apport de la théorie de la co-intégration | |
|---|---|---|
| Auteur | Françoise Maurel | |
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Revue | Economie et prévision |
| Numéro | no 88-89, 1989/2-3 Etudes du comportement des entreprises | |
| Rubrique / Thématique | Méthodes |
|
| Page | 105-125 | |
| Résumé anglais |
Error-Correction Models: the Contribution of Co-Integration Theory,
by Françoise Maurel.
Error-correction models have been used for several years by specialists in applied econometrics. Recently, the development of co-integration theory has provided an additionnai statistical basis for this type of dynamic model for formalising the notion of long-term relationships or relationships of equilibrium underlying the error-correction models, and by proposing procedures for testing the existence of such long-term relationships. This approach is essentially based on the theory of asymptotical behaviour of non-stationary series and on temporal series theory, but it has numerous applications in economics and applied econometrics. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_1989_num_88_2_6076 |
