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Bootstrap cointegration tests in ARDL models
14 references·3 citing·33 second hop
Bootstrap cointegration tests in ARDL models (2022)Bootstrap cointegration tests in ARDL mod…Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1 (2020)Response Surface Regressions …An augmented autoregressive distributed lag bounds test for cointegration (2018)An augmented autoregressive d…Re-examining foreign direct investment, exports, and economic growth in asian economies using a bootstrap ARDL test for cointegration (2017)Re-examining foreign direct i…Bootstrapping the autoregressive distributed lag test for cointegration (2017)Bootstrapping the autoregress…The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…Critical values for an F-test for cointegration in a multivariate model (2005)Critical values for an F-test…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Cointegration for the Applied Economist (1996)Cointegration for the Applied…Efficient inference on cointegration parameters in structural error correction models (1995)Efficient inference on cointe…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …AI-driven dynamic pricing and digital trade competitiveness: Policy insights for platform economies (2026)AI-driven dynamic pricing and…Do natural resources rent increase green finance in developing countries? 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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,530 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 2017Bootstrapping the autoregressive distributed lag test for cointegration623 cited
  • 2018An augmented autoregressive distributed lag bounds test for cointegration422 cited
  • 2020Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1351 cited
  • 1996Cointegration for the Applied Economist260 cited
  • 1995Efficient inference on cointegration parameters in structural error correction models224 cited
  • 2017Re-examining foreign direct investment, exports, and economic growth in asian economies using a bootstrap ARDL test for cointegration149 cited
  • 2005

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Critical values for an F-test for cointegration in a multivariate model
34 cited

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