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Have Your Cake and Eat It Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models
10 references·14 citing·35 second hop
Have Your Cake and Eat It Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models (2017)Have Your Cake and Eat It Too? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,784 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,846 cited
  • 1997Threshold Cointegration1,042 cited
  • 2008Taking Time Seriously1,010 cited
  • 1994Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests469 cited
  • 2010Inequality and the Dynamics of Public Opinion: The Self‐Reinforcing Link Between Economic Inequality and Mass Preferences369 cited
  • 1996Tests for cointegration a Monte Carlo comparison264 cited

Cited by

  • 2021The impact of energy depletion and renewable energy on CO2 emissions in Thailand: Fresh evidence from the novel dynamic ARDL simulation313 cited
  • 2020Contention in Times of Crisis79 cited
  • 2022Renewable energy utilization, green finance and agricultural land expansion in China78 cited
  • 2018Walled Buildings, Sustainability, and Housing Prices: An Artificial Neural Network Approach48 cited

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

  • 2024Examining public private partnership investment in energy towards achieving sustainable development goal 7 for ASEAN region47 cited
  • 2020Beyond the Unit Root Question: Uncertainty and Inference26 cited
  • 2022Asymmetric interest rate transmission in an inflation-targeting framework: The case of Colombia23 cited
  • 2024The effects of conventional and unconventional monetary policies of the US, EU, and China on global green investment23 cited
  • 2019A Bounds Approach to Inference Using the Long Run Multiplier17 cited
  • 2023Toward Sustainable Development: Assessing the Effects of Financial Contagion on Human Well-Being in Romania15 cited
  • 2022Information rents, economic growth and inequality: an empirical study of the United States13 cited
  • 2019Symmetric and Asymmetric Effects of Exchange Rates on Money Demand: Empirical Evidence From Vietnam8 cited
  • 2024Intellectual Monopoly and Income Inequality in the United States, 1948–2021: A Long-Run Analysis7 cited
  • 2020Design and Methods of Semi-automated Protest Event Analysis2 cited