Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Simulating small-sample properties of the maximum likelihood cointegration method: estimation and testing

5 references·3 citing·20 second hop

FromToDepth

this work references cited by second hop

References

1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited

Cited by

2006Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical Correlation Estimators16 cited
1998Modeling Price and Quantity Relations for Danish Manufacturing Exports10 cited
1999Bartlett corrections in cointegration testing10 cited

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