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Five alternative methods of estimating long-run equilibrium relationships
8 references·16 citing·32 second hop
Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of estimating lo…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…Testing for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…The Approximation of One Matrix by Another of Lower Rank (1936)The Approximation of One Matr…Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)Relationships among carbon em…Dynamics of energy use, technological innovation, economic growth and trade openness in Malaysia (2015)Dynamics of energy use, techn…The impact of energy consumption, income and foreign direct investment on carbon dioxide emissions in Vietnam (2014)The impact of energy consumpt…CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)CO2 emissions, energy consump…The impacts of transport energy consumption, foreign direct investment and income on CO2 emissions in ASEAN-5 economies (2013)The impacts of transport ener…Revisiting the tourism-led-growth hypothesis for Turkey using the bounds test and Johansen approach for cointegration (2008)Revisiting the tourism-led-gr…Tourism expansion and economic development: The case of Taiwan (2005)Tourism expansion and economi…On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…The structure of interdependence in international stock markets (2003)The structure of interdepende…Causal relationship between energy consumption and GDP revisited: the case of Korea 1970–1999 (2003)Causal relationship between e…Explaining Cointegration Analysis: Part II (2001)Explaining Cointegration Anal…Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Dynamic relationship between …Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…The Differential Regional Effects of Monetary Policy (1998)The Differential Regional Eff…Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Analysis of Panel Data (2003)Determinants of CO2 emissions in the European Union: 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1936The Approximation of One Matrix by Another of Lower Rank3,810 cited
  • 1988Testing for Common Trends1,894 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited

Cited by

  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 2014CO2 emissions, energy consumption, economic and population growth in Malaysia887 cited
  • 2005Tourism expansion and economic development: The case of Taiwan748 cited
  • 2016Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia737 cited

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

  • 2014The impact of energy consumption, income and foreign direct investment on carbon dioxide emissions in Vietnam677 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 2001Explaining Cointegration Analysis: Part II552 cited
  • 2003Causal relationship between energy consumption and GDP revisited: the case of Korea 1970–1999543 cited
  • 2013The impacts of transport energy consumption, foreign direct investment and income on CO2 emissions in ASEAN-5 economies537 cited
  • 2008Revisiting the tourism-led-growth hypothesis for Turkey using the bounds test and Johansen approach for cointegration533 cited
  • 1998The Differential Regional Effects of Monetary Policy504 cited
  • 2001Dynamic relationship between stock prices and exchange rates for G-7 countries472 cited
  • 2015Dynamics of energy use, technological innovation, economic growth and trade openness in Malaysia428 cited
  • 2003The structure of interdependence in international stock markets413 cited