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Concept information

... > contexts > population characteristics > health > public health > epidemiology > statistics and research methods > measurement > econometrics > cointegration
... > social science subjects > business and management > organization studies > organization studies encyc > research practice and methodology > measurement > econometrics > cointegration
... > social science subjects > education > educational systems > curriculum > curriculum studies > inquiry and research > quantitative research > quantitative data analysis > measurement > econometrics > cointegration
... > social science subjects > social research > research methods and evaluation > quantitative research > quantitative data analysis > measurement > econometrics > cointegration
... > social science subjects > psychology > applied psychology > educational psychology > testing, measurement, and evaluation > measurement > econometrics > cointegration
... > social science subjects > education > education studies > educational psychology > testing, measurement, and evaluation > measurement > econometrics > cointegration
... > other subjects > arts and humanities > philosophy > schools of philosophy > empiricism > reliability (research methods) > measurement > econometrics > cointegration
... > social science subjects > social research > research methods and evaluation > concepts & philosophies > measurement > econometrics > cointegration
... > social science subjects > psychology > applied psychology > cross-cultural psychology > multicultural psychology > measurement > econometrics > cointegration
... > social science subjects > psychology > cross-cultural psychology > multicultural psychology > measurement > econometrics > cointegration
... > social science subjects > education > educational systems > curriculum > curriculum studies > inquiry and research > quantitative research > quantitative data analysis > econometrics > cointegration
... > social science subjects > social research > research methods and evaluation > quantitative research > quantitative data analysis > econometrics > cointegration
social science subjects > economics > econometrics > cointegration

Preferred term

cointegration  

Definition(s)

  • When a linear combination of nonstationary variables is stationary, the variables are said to be cointegrated, and the vector that defines the stationary linear combination is called a cointegration vector. A time series is stationary if its distribution does not vary over time. [Source: The SAGE Encyclopedia of Social Science Research Methods; Cointegration]

Broader concept(s)

Belongs to group

URI

http://data.loterre.fr/ark:/67375/N9J-HG66P2CD-H

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