COINTEGRATION AND ERROR CORRECTION: REPRESENTATION
Explore this paper's citation graph
- Type
- article
- Published
- 1987-01-01
- Cited by
- 3,733
- References
- 0
- OpenAlex
- https://openalex.org/W150573749
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:150418960
Keywords
Cointegration, Representation (politics), Computer science, Econometrics, Mathematics
References
No references recorded for this paper.
Cited by
- Alternative Paths of Learning: Standardisation and Growth in Britain, 1901-2009
- Causal or merely co-existing: A longitudinal study of violence and disorder at places
- Measuring Unobserved Expected Inflation
- Common Markets Measuring Price Integration in European Agricultural Markets
- Identifiability of cointegrated systems
- Testing the risk and return trade-off in the Athens stock exchange
- On Multivariate Time Series Model Selection Involving Many Candidate VAR Models
- MONETARY DYNAMICS OF INFLATION: SOME EVIDENCE FOR A SMALL OPEN ECONOMY
- DEBT IN RELATION TO THE STANDARD OF LIVING ENJOYED BY THE POPULATION OF DEVELOPED COUNTRIES
- Integration of the Chinese Aluminum Market into the Global Economy and the Efficiency of the Shanghai Futures Exchange: Empirical Study
- DEBT SERVICES, CAPITAL INFLOWS AND ECONOMIC GROWTH IN NORTH AFRICAN COUNTRIES
- ESSAYS IN APPLIED DEMAND AND PRODUCTION ANALYSIS
- Sources of Real Exchange Rate Fluctuations in Ghana
- Money and Biased Technical Progress: A Further. Test on'Monetization as Technological Innovation' Hypothesis
- The Relative Impacts of Federal Capital and Recurrent Expenditures on Nigeria’s Economy (1980-2011)
- An empirical analysis of sustainability of Fiji¿s trade deficits
- Forecasting international regional arrivals in Canada
- Establishing a cointegrating relationship between the exchange rate and relative efficiency
- RELATIONSHIP BETWEEN MACROECONOMIC FUNDAMENTALS AND STOCK MARKET INDICES IN SELECTED CEE COUNTRIES
- Eficiencia y cointegración: una aplicación al mercado de cambios peseta-dólar
Related papers
- Investigating causal relations by econometric models and cross-spectral methods
- STATISTICAL ANALYSIS OF COINTEGRATION VECTORS
- Spurious regressions in econometrics
- Some recent development in a concept of causality
- The Great Crash, The Oil Price Shock And The Unit Root Hypothesis
- Co-integration and error correction: representation, estimation and testing
- Applied Econometric Time Series
- Testing for a Unit Root in Time Series Regression
- LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT