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MULTIVARIATE COINTEGRATION AND ERROR CORRECTION MODELS: AN APPLICATION TO MANUFACTURING ACTIVITY IN AUSTRALIA
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MULTIVARIATE COINTEGRATION AND ERROR CORRECTION MODELS: AN APPLICATION TO MANUFACTURING ACTIVITY IN AUSTRALIA (1993)MULTIVARIATE COINTEGRATION AND ERROR CORR…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Impulse response analysis of cointegrated systems (1992)Impulse response analysis of …DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…COINTEGRATION AND DYNAMIC TIME SERIES MODELS (1992)COINTEGRATION AND DYNAMIC TIM…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …ON ERROR CORRECTION MODELS: SPECIFICATION, INTERPRETATION, ESTIMATION (1991)ON ERROR CORRECTION MODELS: S…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Real Wages and Unemployment in Britain during the 1930s (1989)Real Wages and Unemployment i…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Employment Adjustment in UK Manufacturing (1988)Employment Adjustment in UK M…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…TESTING NEO‐CLASSICAL THEORIES OF LABOUR DEMAND: AN APPLICATION OF COINTEGRATION TECHNIQUES (1986)TESTING NEO‐CLASSICAL THEORIE…An Investigation of the Determinants of Manufacturing Employment in the United Kingdom (1984)An Investigation of the Deter…Econometric Analysis for National Economic Planning (1971)Econometric Analysis for Nati…Short Term Employment Functions in British Manufacturing Industry (1966)Short Term Employment Functio…The Relationship Between Output and Employment in British Manufacturing Industries (1965)The Relationship Between Outp…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Tourism as a long-run economic growth factor: the Spanish case (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Simple Error Correction Model of House Prices (1999)Commodity Prices, Growth, and the Natural Resource Curse: Reconciling a Conundrum (2009)Forecasting economic and financial variables with global VARs (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The Stock of Fixed Capital in the United Kingdom in 1961 (1964)Job Search, the Duration of Unemployment, and the Phillips Curve: Comment (1972)Errors in variables in panel data (1986)Essays on the Great Depression (2000)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)The analysis of household surveys (1997)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Cointegration and speed of convergence to equilibrium (1996)Generalized impulse response analysis in linear multivariate models (1998)Small-sample Confidence Intervals for Impulse Response Functions (1998)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
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  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
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  • 1965The Relationship Between Output and Employment in British Manufacturing Industries189 cited
  • 1984An Investigation of the Determinants of Manufacturing Employment in the United Kingdom156 cited
  • 1966Short Term Employment Functions in British Manufacturing Industry147 cited
  • 1992COINTEGRATION AND DYNAMIC TIME SERIES MODELS145 cited
  • 1986TESTING NEO‐CLASSICAL THEORIES OF LABOUR DEMAND: AN APPLICATION OF COINTEGRATION TECHNIQUES81 cited

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  • 1989Real Wages and Unemployment in Britain during the 1930s78 cited
  • 1988Employment Adjustment in UK Manufacturing78 cited
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