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A study of cointegration models with applications
16 references·2 citing·24 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
  • 2000The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries1,237 cited
  • 1995Using Cointegration Analysis in Econometric Modelling874 cited
  • 1996Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques839 cited
  • 2003Energy use and output growth in Canada: a multivariate cointegration analysis615 cited
  • 2009Energy consumption and GDP in Tunisia: Cointegration and causality analysis465 cited
  • 1997An investigation of co-integration and causality between energy consumption and economic activity in Taiwan449 cited
  • 1996Testing for structural breaks in cointegrated relationships267 cited
  • 1988Testing for cointegration using principal components methods190 cited
  • 1994Unit Roots and Cointegration for the Economist127 cited
  • 2009Female labor force participation and total fertility rates in the OECD: New evidence from panel cointegration and Granger causality testing

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110 cited
  • 1994Spurious regressions and residual-based tests for cointegration when regressors are cointegrated38 cited
  • 1998Tests for cointegration with infinite variance errors37 cited
  • Cited by

    • 2016Does foreign direct investment cause economic growth? A dynamic panel data analysis for SADC countries34 cited
    • 2014Impact of FDI Inflows, Trade Openness and Inflation on the Manufacturing Export Performance of Tanzania: An Econometric Study26 cited