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A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports
16 references·3 citing·25 second hop
A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports (1993)A Maximum Likelihood Cointegration Analys…Exchange Rates and Prices (2017)Exchange Rates and PricesEstimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Price Discrimination by U.S. and German Exporters (1989)Price Discrimination by U.S. …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…Exchange Rates and Prices (1985)Exchange Rates and PricesAtheoretical macroeconometrics: A critique (1985)Atheoretical macroeconometric…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Causality in temporal systems (1977)Causality in temporal systemsMONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…US Imports for Canadian Softwood Lumber in the Context of Trade Dispute: A Cointegration Approach (2013)US Imports for Canadian Softw…Analysis of export demand for Ghana's timber products: A multivariate co-integration approach (2009)Analysis of export demand for…Cointegration and causality in the exports-GDP nexus: The post-war evidence for Canada (2000)Cointegration and causality i…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1988Testing for Common Trends1,894 cited
  • 2017Exchange Rates and Prices762 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1977Causality in temporal systems600 cited
  • 1989Price Discrimination by U.S. and German Exporters587 cited

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1985
Exchange Rates and Prices
547 cited

Cited by

  • 2013US Imports for Canadian Softwood Lumber in the Context of Trade Dispute: A Cointegration Approach26 cited
  • 2000Cointegration and causality in the exports-GDP nexus: The post-war evidence for Canada25 cited
  • 2009Analysis of export demand for Ghana's timber products: A multivariate co-integration approach23 cited