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Paper / 2016SMQ / 29007266857619
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
Chang, C-L. / McAleer, M.J. / Wang, C-H.
econometrics / exchange traded fundsResource overview

An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors

Paper2016

by Chang, C-L., McAleer, M.J., Wang, C-H.

Tags
econometricsexchange traded fundstime series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

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  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

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  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

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