SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Intertemporal Elasticity of Substitution: An Analysis Based on Japanese Data
16 references·0 citing·33 second hop
The Intertemporal Elasticity of Substitution: An Analysis Based on Japanese Data (2009)The Intertemporal Elasticity of Substitut…Handbook of the Economics of Finance (2013)Handbook of the Economics of …LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Infrastructure Investment: A Review Essay (1997)Infrastructure Investment: A …Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Canonical Cointegrating Regressions (1992)Canonical Cointegrating Regre…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…The equity premium: A puzzle (1985)The equity premium: A puzzleTesting for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Inference in Linear Time Series Models with some Unit Roots (1990)Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)A simple panel unit root test in the presence of cross‐section dependence (2007)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1997Infrastructure Investment: A Review Essay1,487 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1992Canonical Cointegrating Regressions

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,383 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • Cited by

    No citing works inside the corpus for this window.