SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (18782000)
16 references·16 citing·31 second hopsampled
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (18782000) (2004)NONLINEAR ERROR CORRECTION: THE CASE OF M…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Journal of the American Statistical Association (1995)Journal of the American Stati…Dynamic Econometrics (1995)Dynamic EconometricsFive alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Long-Term Memory in Stock Market Prices (1991)Long-Term Memory in Stock Mar…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Long-term Memory in Stock Market Prices (1989)Long-term Memory in Stock Mar…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…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Some notes on nonlinear cointegration: A partial review with some novel perspectives (2020)Some notes on nonlinear coint…A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION (2017)A TIME-VARYING APPROACH OF TH…Uncovered interest parity and risk premium convergence in Central and Eastern European countries (2013)Uncovered interest parity and…TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (2013)TESTING AND INFERENCE IN NONL…NULL RECURRENT UNIT ROOT PROCESSES (2011)NULL RECURRENT UNIT ROOT PROC…Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective* (2011)Money‐output Causality Revisi…ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (2011)ESTIMATION OF NONLINEAR ERROR…Australasian money demand stability: application of structural break tests (2011)Australasian money demand sta…Likelihood-based inference for cointegration with nonlinear error-correction (2010)Likelihood-based inference fo…A CLOSER LOOK AT LONG‐RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR‐CORRECTION WITH M0, M1, OR M2? (2007)A CLOSER LOOK AT LONG‐RUN U.S…Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (2006)Nonlinear Cointegration and N…Vector equilibrium correction models with non‐linear discontinuous adjustments (2004)Vector equilibrium correction…THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (2004)THE ET INTERVIEW: PROFESSOR D…The ET Interview: Professor David F. Hendry (2004)The ET Interview: Professor D…Modelling economies in transition: an introduction (2000)Modelling economies in transi…Non-linear error correction, asymmetric adjustment and cointegration (1998)Non-linear error correction, …Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)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)Time Series Analysis: Forecasting and Control (1977)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Modeling and pricing long memory in stock market volatility (1996)Random matrix approach to cross correlations in financial data (2002)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)Bounds testing approaches to the analysis of level relationships (2001)Taking Time Seriously (2008)
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
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1995Journal of the American Statistical Association5,337 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1991Long-Term Memory in Stock Market Prices1,743 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited
  • 1995Dynamic Econometrics1,199 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1991

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

Optimal Inference in Cointegrated Systems
1,110 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • Cited by

    • 2004Vector equilibrium correction models with non‐linear discontinuous adjustments104 cited
    • 1998Non-linear error correction, asymmetric adjustment and cointegration93 cited
    • 2011NULL RECURRENT UNIT ROOT PROCESSES55 cited
    • 2011ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS44 cited
    • 2006Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests43 cited
    • 2010Likelihood-based inference for cointegration with nonlinear error-correction35 cited
    • 2011Australasian money demand stability: application of structural break tests34 cited
    • 2007A CLOSER LOOK AT LONG‐RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR‐CORRECTION WITH M0, M1, OR M2?32 cited
    • 2004THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson28 cited
    • 2013Uncovered interest parity and risk premium convergence in Central and Eastern European countries26 cited
    • 2013TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS26 cited
    • 2004The ET Interview: Professor David F. Hendry25 cited
    • 2000Modelling economies in transition: an introduction25 cited
    • 2017A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION21 cited
    • 2020Some notes on nonlinear cointegration: A partial review with some novel perspectives18 cited
    • 2011Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective*17 cited