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Structural relations, cointegration and identification: some simple results and their application
16 references·16 citing·28 second hopsampled
Structural relations, cointegration and identification: some simple results and their application (1998)Structural relations, cointegration and i…LONG-RUN STRUCTURAL MODELLING (2002)LONG-RUN STRUCTURAL MODELLINGCo-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Testing 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…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…King Charles I (1981)King Charles IMacroeconomics and Reality (1980)Macroeconomics and RealityThe Long‐run Relationship Between Trade and Population Health: Evidence from Five Decades (2016)The Long‐run Relationship Bet…Forecasting food prices: The case of corn, soybeans and wheat (2016)Forecasting food prices: The …Income Inequality and Health: Evidence from Developed and Developing Countries (2015)Income Inequality and Health:…Econometric Modelling with Time Series: Specification, Estimation and Testing (2012)Econometric Modelling with Ti…MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES (2009)MONEY DEMAND STABILITY AND IN…Benchmark Status in Fixed‐Income Asset Markets (2007)Benchmark Status in Fixed‐Inc…An Empirical Investigation of Budget and Trade Deficits: The Case of Nigeria (2006)An Empirical Investigation of…Monetary policy transmission, interest rate rules and inflation targeting in three transition countries (2004)Monetary policy transmission,…Monetary policy and the stock market in the euro area (2004)Monetary policy and the stock…Is the Demand for Euro Area M3 Stable? (2004)Is the Demand for Euro Area M…Interest rate linkages: a Kalman filter approach to detecting structural change (2004)Interest rate linkages: a Kal…A monetary vector error correction model of the Euro area and implications for monetary policy (2004)A monetary vector error corre…Modelling the demand for M3 in the Euro area (2002)Modelling the demand for M3 i…A model of fractional cointegration, and tests for cointegration using the bootstrap (2002)A model of fractional cointeg…Money Demand in the Euro Area: Do National Differences Matter? (2001)Money Demand in the Euro Area…IDENTIFYING COINTEGRATING REGRESSIONS BY THE RANK CONDITION (1994)IDENTIFYING COINTEGRATING REG…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)
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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
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1987Time Series Regression with a Unit Root2,821 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
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 2002LONG-RUN STRUCTURAL MODELLING

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371 cited
  • 1981King Charles I316 cited
  • Cited by

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    • 2012Econometric Modelling with Time Series: Specification, Estimation and Testing62 cited
    • 2002Modelling the demand for M3 in the Euro area60 cited
    • 2006An Empirical Investigation of Budget and Trade Deficits: The Case of Nigeria51 cited
    • 2009MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES48 cited
    • 2016The Long‐run Relationship Between Trade and Population Health: Evidence from Five Decades47 cited
    • 1994IDENTIFYING COINTEGRATING REGRESSIONS BY THE RANK CONDITION46 cited
    • 2015Income Inequality and Health: Evidence from Developed and Developing Countries44 cited
    • 2004A monetary vector error correction model of the Euro area and implications for monetary policy38 cited
    • 2004Is the Demand for Euro Area M3 Stable?37 cited
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