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A time series analysis of real wages, consumption and asset returns
16 references·6 citing·32 second hop
A time series analysis of real wages, consumption and asset returns (1996)A time series analysis of real wages, con…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Canonical Cointegrating Regressions (1992)Canonical Cointegrating Regre…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…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…Production, growth and business cycles (1988)Production, growth and busine…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The equity premium: A puzzle (1985)The equity premium: A puzzleTesting for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Specification Tests in Econometrics (1978)Specification Tests in Econom…Implicit contracts and the cyclicality of the skill-premium (2010)Implicit contracts and the cy…Intertemporal Substitution and Terms‐of‐Trade Shocks (2003)Intertemporal Substitution an…Testing Intertemporal Substitution, Implicit Contracts, and Hours Restriction Models of the Labor Market Using Micro Data (2002)Testing Intertemporal Substit…Terms of Trade Shocks and the Current Account (1998)Terms of Trade Shocks and the…Intertemporal substitution and durable goods: long-run data (1998)Intertemporal substitution an…Consumption, income and cointegration (1997)Consumption, income and coint…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)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)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)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited

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  • 1992Canonical Cointegrating Regressions1,383 cited
  • Cited by

    • 2002Testing Intertemporal Substitution, Implicit Contracts, and Hours Restriction Models of the Labor Market Using Micro Data76 cited
    • 1998Intertemporal substitution and durable goods: long-run data40 cited
    • 2003Intertemporal Substitution and Terms‐of‐Trade Shocks35 cited
    • 1998Terms of Trade Shocks and the Current Account32 cited
    • 1997Consumption, income and cointegration21 cited
    • 2010Implicit contracts and the cyclicality of the skill-premium16 cited