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Okun's Coefficient: A Comment
11 references·2 citing·28 second hop
Okun's Coefficient: A Comment (1997)Okun's Coefficient: A CommentCritical Values for Cointegration Tests (2010)Critical Values for Cointegra…Tests for cointegration a Monte Carlo comparison (1996)Tests for cointegration a Mon…The effect of seasonal adjustment filters on tests for a unit root (1993)The effect of seasonal adjust…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…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…A Systems Approach to Estimating the Natural Rate of Unemployment and Potential Output for the United States (1989)A Systems Approach to Estimat…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…Test of Okun’s Law in Some Asian Countries Co-Integration Approach (2010)Test of Okun’s Law in Some As…Smooth-time-varying Okun's coefficients (2007)Smooth-time-varying Okun's co…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)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)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Chapter 46 Unit roots, structural breaks and trends (1994)Testing for unit roots in seasonal time series (1994)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Stock prices and exchange rate dynamics (2005)Economic growth and energy consumption revisited — Evidence from linear and nonlinear Granger causality (2008)Energy consumption and economic growth: New insights into the cointegration relationship (2011)A Long run structural macroeconometric model of the UK (2003)A Simple Test for Cointegration in Dependent Panels with Structural Breaks* (2008)In search of FDI-led growth in developing countries: The way forward (2008)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for a unit root in panels with dynamic factors (2004)Robust performance hypothesis testing with the Sharpe ratio (2008)Testing slope homogeneity in large panels with serial correlation (2013)
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
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 1992Comparisons of tests for multivariate cointegration582 cited
  • 1996Tests for cointegration a Monte Carlo comparison264 cited
  • 1993The effect of seasonal adjustment filters on tests for a unit root239 cited
  • 1989A Systems Approach to Estimating the Natural Rate of Unemployment and Potential Output for the United States126 cited

Cited by

  • 2010Test of Okun’s Law in Some Asian Countries Co-Integration Approach74 cited
  • 2007Smooth-time-varying Okun's coefficients70 cited

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