SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing for Fractional Cointegration: The Relationship between Government Popularity and Economic Performance in the UK
16 references·2 citing·41 second hop
Testing for Fractional Cointegration: The Relationship between Government Popularity and Economic Performance in the UK (2005)Testing for Fractional Cointegration: The…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Long Memory Relationships and the Aggregation of Dynamic Models (2008)Long Memory Relationships and…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994)A Residual-Based Test of the …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Elections and Macroeconomic Policy Cycles (1988)Elections and Macroeconomic P…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …A Politico-Economic Model of the United Kingdom (1978)A Politico-Economic Model of …The Political Business Cycle (1975)The Political Business CyclePolitical Economy (1970)Political EconomyLong memory and structural breaks in commodity futures markets (2010)Long memory and structural br…Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation (2007)Foreign Exchange, Fractional …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)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)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)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)On the Determination of the Public Debt (1979)Reputation and imperfect information (1982)Credibility and Policy Convergence in a Two-party System with Rational Voters (1988)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)Voting for autocracy: hegemonic party survival and its demise in Mexico (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)A long memory property of stock market returns and a new model (1993)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Political Parties and Macroeconomic Policy (1977)Trust and Growth (2001)Democracy and dictatorship revisited (2009)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1975The Political Business Cycle3,951 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1988Elections and Macroeconomic Policy Cycles1,652 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration539 cited
  • 2008Long Memory Relationships and the Aggregation of Dynamic Models357 cited
  • 1978

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

A Politico-Economic Model of the United Kingdom
305 cited
  • 1970Political Economy286 cited
  • Cited by

    • 2010Long memory and structural breaks in commodity futures markets34 cited
    • 2007Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation32 cited