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Sustainability of current account deficits in India: an intertemporal perspective
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Sustainability of current account deficits in India: an intertemporal perspective (2015)Sustainability of current account deficit…Cointegration analysis in the presence of structural breaks in the deterministic trend (2000)Cointegration analysis in the…Foundations of International Macroeconomics (1997)Foundations of International …Approximate Asymptotic P Values for StructuraS-Change Tests (1997)Approximate Asymptotic P Valu…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing Intertemporal Budget Constraints: Theory and Applications to U. S. Federal Budget and Current Account Deficits (1991)Testing Intertemporal Budget …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Estimating Long-Run Economic Equilibria (1991)Estimating Long-Run Economic …Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Interpreting Evidence on Money-Income Causality (1987)Interpreting Evidence on Mone…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Time Series Regression with a Unit Root (1987)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Book Review: Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing for the Constancy of Parameters Over Time (1989)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Chapter 23 Monetary policy in the open economy (1990)Exchange Rate Dynamics Redux (1995)The Purchasing Power Parity Puzzle (1996)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The determinants of cross-border equity flows (2004)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,046 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1997Foundations of International Macroeconomics3,074 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,528 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1991Estimating Long-Run Economic Equilibria854 cited
  • 1991Testing Intertemporal Budget Constraints: Theory and Applications to U. S. Federal Budget and Current Account Deficits720 cited
  • 2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited

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  • 1997Approximate Asymptotic P Values for StructuraS-Change Tests642 cited
  • 1987Interpreting Evidence on Money-Income Causality559 cited
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