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Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing

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Author Info
Dickey, David A
Rossana, Robert J

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Publisher Info
Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 56 (1994)
Issue (Month): 3 (August)
Pages: 325-53
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Handle: RePEc:bla:obuest:v:56:y:1994:i:3:p:325-53

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  3. David I. Stern & Robert K. Kaufmann, 1997. "Time series properties of global climate variables: detection and attribution of climate change," Working Papers in Ecological Economics 9702, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program. [Downloadable!]
  4. J. Breitung, . "A Simultaneous Equations Approach to Cointegrated Systems," Sonderforschungsbereich 373 1995-46, Humboldt Universitaet Berlin.
  5. Taufiq Choudhry & Mohammad Hasan, 2008. "Exchange Rate Regime and Demand for Reserves: Evidence from Kenya, Mexico and Philippines," Open Economies Review, Springer, vol. 19(2), pages 167-181, April. [Downloadable!] (restricted)
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  8. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78. [Downloadable!]
  9. I. Aysun Gökcan & Erdal Özmen, 2001. "Do PPP and UIP Need Each Other in a Financially Open Economy? The Turkish Evidence," ERC Working Papers 0101, ERC - Economic Research Center, Middle East Technical University, revised Jan 2001. [Downloadable!]
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  13. Bose, Shekar & McIlgorm, Alistair, 1996. "Substitutability Among Species In The Japanese Tuna Market: A Cointegration Analysis," Marine Resource Economics, Marine Resources Foundation, vol. 11(3). [Downloadable!]
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