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More powerful Engle–Granger cointegration tests
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More powerful Engle–Granger cointegration tests (2014)More powerful Engle–Granger cointegration…ADL tests for threshold cointegration (2010)ADL tests for threshold coint…Analytical evaluation of the power of tests for the absence of cointegration (2004)Analytical evaluation of the …Distributions of error correction tests for cointegration (2002)Distributions of error correc…Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Tests for cointegration a Monte Carlo comparison (1996)Tests for cointegration a Mon…Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power (1995)Rethinking the Univariate App…Testing for an unstable root in conditional and structural error correction models (1994)Testing for an unstable root …Residual based tests for cointegration (1993)Residual based tests for coin…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…DYNAMIC SPECIFICATION AND COINTEGRATION* (1992)DYNAMIC SPECIFICATION AND COI…Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…A comment on interest rate pass-through: a non-normal approach (2019)A comment on interest rate pa…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Dealing with Structural Breaks (2005)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Forecasting in cointegrated systems (1995)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Trends and random walks in macroeconmic time series (1982)Efficient Tests for an Autoregressive Unit Root (1992)Long-run PPP may not hold after all (2000)What Happens After A Technology Shock? (2003)Testing for a Unit Root in Time Series Regression (1988)Dynamic Econometrics (1995)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Cointegration in partial systems and the efficiency of single-equation analysis (1992)Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Inference in Cointegrating Models: UK M1 Revisited (1998)The differential effects of oil demand and supply shocks on the global economy (2014)Fair weather or foul? The macroeconomic effects of El Niño (2017)What does export diversification do for growth? An econometric analysis (2006)Energy consumption, carbon emissions and economic growth in Pakistan: Dynamic causality analysis (2017)Linking economic growth and ecological footprint through human capital and biocapacity (2019)Renewable and non-renewable energy consumption, economic complexity, CO2 emissions, and ecological footprint in the USA: testing the EKC hypothesis with a structural break (2020)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1994Testing for an unstable root in conditional and structural error correction models592 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power363 cited
  • 2002Distributions of error correction tests for cointegration320 cited
  • 1996Tests for cointegration a Monte Carlo comparison264 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems241 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems215 cited
  • 1992DYNAMIC SPECIFICATION AND COINTEGRATION*154 cited
  • 2004Analytical evaluation of the power of tests for the absence of cointegration86 cited
  • 2010ADL tests for threshold cointegration54 cited
  • 1993Residual based tests for cointegration

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  • 2019A comment on interest rate pass-through: a non-normal approach17 cited