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ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS
6 references·16 citing·33 second hop
ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS (1992)ON WEAK EXOGENEITY IN ERROR CORRECTION MO…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…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…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…The Econometric Analysis of Economic Time Series (1983)The Econometric Analysis of E…Commodity prices and growth: An empirical investigation (2012)Commodity prices and growth: …The Interaction between Mortgage Financing and Housing Prices in Greece (2008)The Interaction between Mortg…INFRASTRUCTURE, LONG‐RUN ECONOMIC GROWTH AND CAUSALITY TESTS FOR COINTEGRATED PANELS (2008)INFRASTRUCTURE, LONG‐RUN ECON…Autoregressive Distributed Lag Models and Cointegration (2007)Autoregressive Distributed La…The Effect of Infrastructure on Long Run Economic Growth (2004)The Effect of Infrastructure …Relationships among U.S. oil prices and oil industry equity indices (2003)Relationships among U.S. oil …Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations (2003)Causality and volatility spil…The demand for M3 in the euro area (2001)The demand for M3 in the euro…Single-Equation Estimation of the Equilibrium Real Exchange Rate (1999)Single-Equation Estimation of…Exogeneity, Cointegration, and Economic Policy Analysis (1998)Exogeneity, Cointegration, an…On the interactions of unit roots and exogeneity (1995)On the interactions of unit r…On market integration and liberalisation: Method and application to Ethiopia (1995)On market integration and lib…Efficient inference on cointegration parameters in structural error correction models (1995)Efficient inference on cointe…Public Capital and Total Factor Productivity (1993)Public Capital and Total Fact…TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW (1992)TESTING INTEGRATION AND COINT…Cointegration, exogeneity, and policy analysis: An overview (1992)Cointegration, exogeneity, an…Some properties of time series data and their use in econometric model specification (1981)Real Exchange Rate Misalignment in China: An Empirical Investigation (2001)Equilibrium exchange rates in oil-exporting countries (2008)Capital flows and real exchange rates in emerging Asian countries (2012)Testing for unit roots in heterogeneous panels (2003)Is infrastructure capital productive? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1983The Econometric Analysis of Economic Time Series372 cited

Cited by

  • 2008INFRASTRUCTURE, LONG‐RUN ECONOMIC GROWTH AND CAUSALITY TESTS FOR COINTEGRATED PANELS422 cited
  • 2001The demand for M3 in the euro area251 cited
  • 1999Single-Equation Estimation of the Equilibrium Real Exchange Rate237 cited
  • 2003Relationships among U.S. oil prices and oil industry equity indices225 cited
  • 1995Efficient inference on cointegration parameters in structural error correction models224 cited
  • 1992Cointegration, exogeneity, and policy analysis: An overview221 cited
  • 2004The Effect of Infrastructure on Long Run Economic Growth188 cited
  • 1995On market integration and liberalisation: Method and application to Ethiopia186 cited

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

  • 2012Commodity prices and growth: An empirical investigation168 cited
  • 1992TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW158 cited
  • 1998Exogeneity, Cointegration, and Economic Policy Analysis147 cited
  • 1993Public Capital and Total Factor Productivity145 cited
  • 2008The Interaction between Mortgage Financing and Housing Prices in Greece124 cited
  • 2003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations124 cited
  • 2007Autoregressive Distributed Lag Models and Cointegration114 cited
  • 1995On the interactions of unit roots and exogeneity107 cited