Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Testing for Cointegration in Linear Quadratic Models

16 references·16 citing·21 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1988Testing for a Unit Root in Time Series Regression19,288 cited
1988Statistical analysis of cointegration vectors17,038 cited
1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
1987Forecasting and testing in co-integrated systems1,896 cited
1988Testing for Common Trends1,894 cited
1986Understanding spurious regressions in econometrics1,782 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1978

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1,629 cited

1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited

Cited by

1999The Long-Run Elasticity of New Housing Supply in the United States: Empirical Evidence for 1950 to 1994111 cited
1999Residential Buildings and the Cost of Construction: New Evidence on the Efficiency of the Housing Market90 cited
1994PRACTITIONERS' CORNER Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing75 cited
1997Nonlinear Error-Correction Models for Interest Rates in The Netherlands71 cited
1996Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration68 cited
1995Partial versus full system modelling of cointegrated systems an empirical illustration53 cited
1998Market efficiency of US grain markets: Application of cointegration tests53 cited
1992Critical Values for the Žα‐Phillips‐Ouliaris Test for Cointegration*48 cited
2006A portfolio balance approach to the Canadian–U.S. exchange rate45 cited
1998The long-run relationship between import flows and real exchange-rate volatility: The experience of eight European economies45 cited
1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTS44 cited
2004Mixed signals among tests for cointegration42 cited
1998Cointegration, forecasting and international stock prices41 cited
2017Financialization and Portuguese real investment: A supportive or disruptive relationship?40 cited
2003Manufactured Exports, Capital Good Imports, and Economic Growth: Experience of Mexico and Brazil36 cited
2000Expectations in export price formation tests using cointegrated VAR models35 cited