SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE
16 references·6 citing·40 second hop
COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (2015)COINTEGRATING POLYNOMIAL REGRESSIONS: FUL…Economic Growth and Income Inequality (2019)Economic Growth and Income In…Handbook of Economic Growth (2005)Handbook of Economic GrowthEconomic Growth and the Environment: A Review of Theory and Empirics (2005)Economic Growth and the Envir…Fully Modified Least Squares and Vector Autoregression (1995)Fully Modified Least Squares …Economic Growth and the Environment (1994)Economic Growth and the Envir…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994)A Residual-Based Test of the …Testing for neglected nonlinearity in time series models (1993)Testing for neglected nonline…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Canonical Cointegrating Regressions (1992)Canonical Cointegrating Regre…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Statistical Inference in Regressions with Integrated Processes: Part 2 (1989)Statistical Inference in Regr…Statistical Inference in Regressions with Integrated Processes: Part 1 (1988)Statistical Inference in Regr…The effects of publicly supported environmental innovations on firm growth in the European Union (2022)The effects of publicly suppo…Does technological advancement impede ecological footprint level? The role of natural resources prices volatility, foreign direct investment and renewable energy in China (2022)Does technological advancemen…Tourism, economic growth, and tourism-induced EKC hypothesis: evidence from the Mediterranean region (2019)Tourism, economic growth, and…The causal impact of material productivity on microeconomic competitiveness and environmental performance in the European Union (2018)The causal impact of material…The Environmental Kuznets Curve, Cointegration and Nonlinearity (2014)The Environmental Kuznets Cur…The Phillips unit root tests for polynomials of integrated processes (2011)The Phillips unit root tests …Structure and Change in Economic History (1983)Institutions, Institutional Change and Economic Performance (1991)Social Capital in the Creation of Human Capital (2000)Chapter 6 Institutions as a Fundamental Cause of Long-Run Growth (2005)Policy distortions and aggregate productivity with heterogeneous establishments (2008)A Theory of Gradual Institutional Change (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Regression with a Unit Root (1987)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Understanding spurious regressions in econometrics (1986)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Structural analysis of vector error correction models with exogenous I(1) variables (2000)Dealing with Structural Breaks (2005)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)On the estimation and inference of a cointegrated regression in panel data (2004)Testing for Error Correction in Panel Data* (2007)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)A New Data Set Measuring Income Inequality (1996)Income Inequality in the United States, 1913-1998 (2003)Economic Origins of Dictatorship and Democracy (2005)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)STIRPAT, IPAT and ImPACT: analytic tools for unpacking the driving forces of environmental impacts (2003)Environmental Kuznets Curve Hypothesis: A Survey (2004)The Rise and Fall of the Environmental Kuznets Curve (2004)
this work references cited by second hop

References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1994Economic Growth and the Environment9,835 cited
  • 2019Economic Growth and Income Inequality8,064 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 2005Handbook of Economic Growth4,446 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1992Canonical Cointegrating Regressions1,383 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited
  • 1995Fully Modified Least Squares and Vector Autoregression597 cited
  • 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration539 cited
  • 2005Economic Growth and the Environment: A Review of Theory and Empirics539 cited
  • 1989Statistical Inference in Regressions with Integrated Processes: Part 2521 cited

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

  • 1993Testing for neglected nonlinearity in time series models498 cited
  • Cited by

    • 2019Tourism, economic growth, and tourism-induced EKC hypothesis: evidence from the Mediterranean region134 cited
    • 2014The Environmental Kuznets Curve, Cointegration and Nonlinearity125 cited
    • 2022Does technological advancement impede ecological footprint level? The role of natural resources prices volatility, foreign direct investment and renewable energy in China77 cited
    • 2018The causal impact of material productivity on microeconomic competitiveness and environmental performance in the European Union34 cited
    • 2022The effects of publicly supported environmental innovations on firm growth in the European Union21 cited
    • 2011The Phillips unit root tests for polynomials of integrated processes16 cited