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Etude du prix spot du Gaz naturel

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par Wissem Bentarzi
Université des sciences et de la technologie Houari Boumediene - Ingénieur d'état en recherche opérationnelle 2005
  

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Bibliographie

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[9] Granger, C.W.J. et Newbold, P. (1974). Spurious Regressions in Econometrics. Journal of Econometrics, 2, pp 111-120.,

[10] Johansen, S. (1991). Estimating and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, 59, pp1551-1580.

[11] Johansen, S. et K, Juselius, (1990). Maximum likehood estimation and inference on cointegration-with applications to the demand for money. Oxford Bulletin of Economics and Statistics 52(2), pp 169-210.

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