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Critical values for an F-test for cointegration in a multivariate model
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Critical values for an F-test for cointegration in a multivariate model (2005)Critical values for an F-test for cointeg…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Distributions of error correction tests for cointegration (2002)Distributions of error correc…THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED (2000)THE POWER OF SINGLE EQUATION …Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Bootstrap cointegration tests in ARDL models (2022)Bootstrap cointegration tests…The causal relationship between electricity consumption and economic growth in a Gaming and Tourism Center: The case of Macao SAR, the People’s Republic of China (2011)The causal relationship betwe…Foreign direct investment and employment in manufacturing and services sectors (2011)Foreign direct investment and…Is the tourism-led growth hypothesis valid for malaysia? a view from disaggregated tourism markets (2010)Is the tourism-led growth hyp…The power of single equation tests for cointegration (2006)The power of single equation …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Trends and random walks in macroeconmic time series (1982)Some recent development in a concept of causality (1988)The determinants of inbound tourism to Malaysia: a panel data analysis (2016)Dynamic modelling of inter‐relationship between tourism, energy consumption, CO2 emissions and economic growth in South Asia (2020)A bibliometric analysis and systematic literature review of tourism-environmental degradation nexus (2021)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)What does export diversification do for growth? An econometric analysis (2006)In search of FDI-led growth in developing countries: The way forward (2008)Energy consumption, carbon emissions and economic growth in Pakistan: Dynamic causality analysis (2017)Testing for a Unit Root in Time Series Regression (1988)Dynamic Econometrics (1995)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Time Series Analysis, Forecasting, and Control (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Introductory Econometrics for Finance (2008)The Structure of Scientific Revolutions (1963)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)T IME -S ERIES –C ROSS -S ECTION D ATA : What Have We Learned in the Past Few Years? (2001)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
  • 2002Distributions of error correction tests for cointegration320 cited
  • 2000THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED57 cited

Cited by

  • 2010Is the tourism-led growth hypothesis valid for malaysia? a view from disaggregated tourism markets146 cited
  • 2011The causal relationship between electricity consumption and economic growth in a Gaming and Tourism Center: The case of Macao SAR, the People’s Republic of China66 cited
  • 2022Bootstrap cointegration tests in ARDL models33 cited

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  • 2011Foreign direct investment and employment in manufacturing and services sectors26 cited
  • 2006The power of single equation tests for cointegration13 cited