Definition of Cointegrating. Meaning of Cointegrating. Synonyms of Cointegrating

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Definition of Cointegrating

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Meaning of Cointegrating from wikipedia

- 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)...
- distribution of the OLS estimator of the cointegrating vector is highly complicated and non-normal At most one cointegrating relationship can be examined.[citation...
- of several, say k, I(1) time series. This test permits more than one cointegrating relationship so is more generally applicable than the Engle–Granger...
- 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...
- three of four "parti****tion banks" (i.e. Islamic Banks) "significantly cointegrated" with those of the conventional banks. According to skeptics this nearness...
- 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...
- 1093/biomet/75.2.335. ———; Wang, Qiying (2009). "Structural Nonparametric Cointegrating Regression". Econometrica. 77 (6): 1901–1948. CiteSeerX 10.1.1.193.8082...
- Dessaux Y (1998). "The cryptic plasmid of Agrobacterium tumefaciens cointegrates with the Ti plasmid and cooperates for opine degradation". Molecular...
- Wiley & Sons. ISBN 978-0-47-009171-5. Juselius, Katarina (2006). The Cointegrated VAR Model: Methodology and Applications. Oxford, UK: Oxford University...