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An empirical analysis on the stability of Japan’s aggregate import demand function
16 references·5 citing·21 second hop
An empirical analysis on the stability of Japan’s aggregate import demand function (2001)An empirical analysis on the stability of…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions (1995)Finite Sample Performance of …Estimating the Effects of Trade Policy (1995)Estimating the Effects of Tra…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…COINTEGRATION AND UNIT ROOTS (1990)COINTEGRATION AND UNIT ROOTSTesting for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Empirical methods for international trade (1988)Empirical methods for interna…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Determinants of International Trade Flows (1983)Determinants of International…Multimarket Contact and Economic Performance (1982)Multimarket Contact and Econo…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Estimating the import demand function in the autoregressive distributed lag framework: The case of China (2011)Estimating the import demand …Structural change in the export demand function for Indonesia: Estimation, analysis and policy implications (2008)Structural change in the expo…Long-run aggregate import demand function in Taiwan: an ARDL bounds testing approach (2008)Long-run aggregate import dem…Are US current account deficits unsustainable?Testing for the private and government intertemporal budget constraints (2005)Are US current account defici…Some international evidence on the stability of aggregate import demand function (2003)Some international evidence o…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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Critical Values for Cointegration Tests (2010)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)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)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for Error Correction in Panel Data* (2007)
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
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1990COINTEGRATION AND UNIT ROOTS638 cited
  • 1983Determinants of International Trade Flows235 cited
  • 1982Multimarket Contact and Economic Performance207 cited
  • 1995Estimating the Effects of Trade Policy206 cited
  • 1995Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions

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200 cited
  • 1988Empirical methods for international trade117 cited
  • Cited by

    • 2005Are US current account deficits unsustainable?Testing for the private and government intertemporal budget constraints44 cited
    • 2008Structural change in the export demand function for Indonesia: Estimation, analysis and policy implications24 cited
    • 2011Estimating the import demand function in the autoregressive distributed lag framework: The case of China20 cited
    • 2008Long-run aggregate import demand function in Taiwan: an ARDL bounds testing approach17 cited
    • 2003Some international evidence on the stability of aggregate import demand function17 cited