Definition of Cointegrated. Meaning of Cointegrated. Synonyms of Cointegrated

- A cointegrate is the intermediate molecule between donor DNA and target DNA covalently bind during the formation of a Holliday junction. Transposons elements...
- cointegrated. A common example is where the individual series are first-order integrated (⁠ I ( 1 ) {\displaystyle I(1)} ⁠) but some (cointegrating)...
- In fact, the correlation is so strong that the two can be said to be cointegrated, and stronger than correlation with either the unemployment rate or inflation...
- variables see Ch. 9 of Johansen, Søren (1995). Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press. ISBN 978-0-19-877450-1...
- I(d) (non-stationary) with d > 0:[citation needed] The variables are cointegrated: the error correction term has to be included in the VAR. The model becomes...
- _{t}.} If both variables are integrated and this ECM exists, they are cointegrated by the Engle–Granger representation theorem. The second step is then...
- S2CID 52256742. Dolado, Juan J.; ——— (1996). "Making Wald Tests Work for Cointegrated VAR Systems". Econometric Reviews. 15 (4): 369–386. doi:10.1080/07474939608800362...
- Wiley & Sons. ISBN 978-0-47-009171-5. Juselius, Katarina (2006). The Cointegrated VAR Model: Methodology and Applications. Oxford, UK: Oxford University...
- three of four "parti****tion banks" (i.e. Islamic Banks) "significantly cointegrated" with those of the conventional banks. According to skeptics this nearness...
- professor of econometrics at the same university. Juselius, K. (2006). The Cointegrated VAR Model: Methodology and Applications. Oxford University Press. ISBN 0-19-928566-7...