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Aggregate Import Demand Function for Japan: A Cointegration Re-investigation
16 references·0 citing·22 second hop
Aggregate Import Demand Function for Japan: A Cointegration Re-investigation (2008)Aggregate Import Demand Function for Japa…Income and Price Effects in Foreign Trade (2017)Income and Price Effects in F…The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…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…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution 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…Income and Price Elasticities in World Trade (1969)Income and Price Elasticities…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)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)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)On the relationship between energy consumption, CO2 emissions and economic growth in Europe (2010)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)CO2 emissions, energy consumption, economic and population growth in Malaysia (2014)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)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)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)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
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 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
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited

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  • 1969Income and Price Elasticities in World Trade1,029 cited
  • 2017Income and Price Effects in Foreign Trade695 cited
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