Comparisons of tests for multivariate cointegrationHans‐Eggert Reimers1992-12-01articleStatistical Papers582 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 582 citations exist upstream.References1987Co-Integration and Error Correction: Representation, Estimation, and Testing1988Statistical analysis of cointegration vectors1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY1986The theory and practice of econometrics1990Asymptotic Properties of Residual Based Tests for Cointegration1993Introduction to Multiple Time Series Analysis1988Testing for Common TrendsCited by2011Energy consumption and economic growth: New insights into the cointegration relationship2005Stock prices and exchange rate dynamics2008Economic growth and energy consumption revisited — Evidence from linear and nonlinear Granger causality2002Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study*2003Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand2014Is infrastructure capital productive? A dynamic heterogeneous approach2009Electricity consumption–growth nexus: The case of Malaysia2008NONLINEARITIES IN THE DYNAMICS OF THE EURO AREA DEMAND FOR M1