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Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression
4 references·0 citing·15 second hop
Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression (2003)Asymmetric Adjustment and Bias in Estimat…The power of tests for non-linearity: the case of Granger-Lee asymmetry (1999)The power of tests for non-li…Sources of asymmetry in production factor dynamics (1998)Sources of asymmetry in produ…Non-linear error correction, asymmetric adjustment and cointegration (1998)Non-linear error correction, …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)House prices since the 1940s: Cointegration, demography and asymmetries (1997)Asymmetry in Okun's law (2004)Threshold Effects in Price Transmission: The Case of Brazilian Wheat, Maize, and Soya Prices (2007)Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Causes for an asymmetric relation between the price of crude oil and refined petroleum products (2004)Asymmetric error correction models for the oil–gasoline price relationship (2005)Investment, Capacity Utilization and the Real Business Cycle (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)A Unified Model of Investment Under Uncertainty (1993)Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output (2006)The effect of shared auditors in the supply chain on cost stickiness (2019)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1998Non-linear error correction, asymmetric adjustment and cointegration93 cited
  • 1999The power of tests for non-linearity: the case of Granger-Lee asymmetry57 cited
  • 1998Sources of asymmetry in production factor dynamics29 cited

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