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Models, Methods, and Applications of Econometrics: Essays in Honor of A. R. Bergstrom
0 references·11 citing·49 second hop
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Cited by

  • 2006Non-renewable resource prices: Deterministic or stochastic trends?156 cited
  • 2009Nonlinearity and temporal dependence95 cited
  • 1998Broad money demand and financial liberalization in Greece48 cited
  • 1995Conditional and structural error correction models47 cited
  • 2009New trade theory, non-price competitiveness and export performance46 cited
  • 1996Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors46 cited
  • 2017ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROMI(2) CVARs WITH SURVEY EXPECTATIONS38 cited
  • 1998Estimating Investment Functions Based on Cointegration: The Case of China26 cited
  • 2007Terms of Trade, Catch-Up, and Home Market Effect: The Example of Japan22 cited
  • 2016The estimation of continuous time models with mixed frequency data19 cited
  • 2006Frequency domain estimation of temporally aggregated Gaussian cointegrated systems19 cited

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