دراسة مقارنة في طرائق تقدير انحدار التكامل المشترك مع تطبيق عملي

Abstract EN

In this research a comparison between the methods of estimating cointegration regression was chosen as the four methods: Ordinary Least Square Method, Fully Modified Ordinary Least Square Method, Canonical cointegrating regression Method and Dynamic Ordinary Least Square Method.

It was Found that all the results of the estimation was a good and Reliable , through a practical application of the relationship and the index of consumer prices CPI in Iraq shows the between the money supply M1 estimator of the two ways Ordinary Least Square an Dynamic Least Square are the best and most Efficient .

Data analysis and results were extracted through the use of software EVIEWS.7 .