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Long-run dynamics of official and black-market exchange rates in Latin America
16 references·0 citing·23 second hop
Long-run dynamics of official and black-market exchange rates in Latin America (2004)Long-run dynamics of official and black-m…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Structural Analysis of Cointegrating VARs (1998)Structural Analysis of Cointe…Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model (1995)Do purchasing power parity an…A Stastistical Analysis of Cointegration for I(2) Variables (1995)A Stastistical Analysis of Co…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)Testing structural hypotheses…Recursive Estimation in Cointegrated VAR-Models (1992)Recursive Estimation in Coint…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…A Representation of Vector Autoregressive Processes Integrated of Order 2 (1992)A Representation of Vector Au…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for Unit Roots in Time Series Data (1989)Testing for Unit Roots in Tim…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…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Forecasting and testing in co-integrated systems (1987)Some recent development in a concept of causality (1988)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)CO2 emissions, electricity consumption and output in ASEAN (2010)Critical Values for Cointegration Tests (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Tourism as a long-run economic growth factor: the Spanish case (2002)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Statistical inference in vector autoregressions with possibly integrated processes (1995)Testing for Error Correction in Panel Data* (2007)
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References

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  • 1992A Representation of Vector Autoregressive Processes Integrated of Order 2331 cited
  • 1995

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Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model
292 cited
  • 1992Recursive Estimation in Cointegrated VAR-Models267 cited
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