SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Persistence, cointegration, and aggregation · Study

ArticleShelves

ArticlePersistence, cointegration, and aggregation

M. Hashem Pesaran1993

Article1993

Persistence, cointegration, and aggregation

M. Hashem Pesaran · Richard G. Pierse · Kevin C. Lee

120 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Economic Theory and Policy Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 120 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1982Trends and random walks in macroeconmic time series 2018The unpublished manuscript 1987Time Series Regression with a Unit Root

Cited by

2011Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea 1995Estimating common sectoral cycles 2006Global and National Macroeconometric Modelling 1996The role of international factors in the business cycle: A multi-country study 2010Common factors in Latin America's business cycles 1997Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1996Time-Series-Based Econometricsbook · 20 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 16 shared references 1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTSarticle · 15 shared references 1990COINTEGRATION AND UNIT ROOTSarticle · 12 shared references 1995Progressive Modeling of Macroeconomic Time Series The LSE Methodologychapter · 12 shared references 1989A Survey of Some Recent Econometric Methodsarticle · 12 shared references

Details

Year1993

Typearticle

Published1993-03-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations120

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0304-4076(93)90101-a

openalex_workW1511647749

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1992Persistence of Shocks and their Sources in a Multisectoral Model of UK Output Growth

2021How do corporate social responsibility (CSR) and innovativeness increase financial gains? A customer perspective analysis