Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
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- Type
- article
- Published
- 1998-05-01
- Cited by
- 2,422
- References
- 28
- Access
- Open access
- OpenAlex
- https://openalex.org/W1994045802
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:7846597
Keywords
Cointegration, Mathematics, Autoregressive model, Limit (mathematics), Nuisance parameter
References
- Testing for cointegration in structural models
- Estimating Long Run Economic Equilibria
- Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- A Powerful, Simple Test For Cointegration Using Cochrane- Orcutt
- Multiple Time Series Regression with Integrated Processes
- A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Testing Overidentifying Restrictions When the Disturbances Are Small
- Modeling the demand for narrow money in the United Kingdom and the United States
- A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics
- On the Formulation of Empirical-models in Dynamic Econometrics
- Asymptotic Properties of Residual Based Tests for Cointegration
- Co-integration and error correction: representation, estimation and testing
- Testing for unit roots in autoregressive-moving average models of unknown order
- Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power
- Asymptotically Efficient Estimation of Cointegration Regressions
- The Power of Cointegration Tests
- Comparison of k-Class Estimators When the Disturbances Are Small
- Tests for Unit Roots: a Monte Carlo Investigation
- On the interactions of unit roots and exogeneity
Cited by
- MACROECONOMIC RELATIONSHIP IN INDIA: ARDL EVIDENCE ON COINTEGRATION AND CAUSALITY
- POLITICAL CONDITIONS AND FEMALE LABOUR FORCE PARTICIPATION
- Threshold Cointegration: Model Selection with an Application
- The Foreign-Income and Real-Exchange-Rate Elasticities of Bangladesh Exports
- EXPORT-LED GROWTH HYPOTHESIS IN ZIMBABWE: DOES EXPORT COMPOSITION MATTER?
- Savings, investment, foreign capital inflows and economic growth in India 1950-2005
- The effects of international trade on employment: heterogeneity among 2-digit ISIC manufacturing industries
- Are poor countries above their steady-state income levels? – A time-series analysis
- Trade Openness, Financial Development Energy Use and Economic Growth in Australia:Evidence on Long Run Relation with Structural Breaks
- Estimating the size of the hidden economy in Peru: a currency demand approach
- Household, Private and Public Savings and Investment, Foreign Capital Inflows and GDP Growth in India with Structural Breaks 1950-2005
- Exchange Rate Volatility and Aggregate Exports Demand through ARDL Framework: An Experience from Pakistan Economy
- STOCK RETURNS AND INFLATION: AN ARDL ECONOMETRIC INVESTIGATION UTILIZING PAKISTANI DATA
- Error Correction Methods with Political Time Series
- An investigation on trade openness, fiscal policy and economic growth in Malaysia: using an ARDL bounds testing approach
- Financial structure, rural credit and supportive institutional framework in Sri Lanka: An empirical analsysis
- Economic Growth-Female Labour Force Participation Nexus: An Empirical Evidence for Pakistan
- Analyzing the Effect of Economic Variables on Total Tax Revenues in Iran
- Housing Wealth Effect on Personal Consumption: Empirical Evidence from European Post-Transition Economies
- Impact of Macroeconomic Factors on Economic Growth in Ghana: A Cointegration Analysis
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