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Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing

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  • Dickey, David A
  • Rossana, Robert J

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Bibliographic 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
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:obuest:v:56:y:1994:i:3:p:325-53

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Cited by:
  1. Prakash Apte & Piet Sercu & Raman Uppal, 1996. "The Equilibrium Approach to Exchange Rates: Theory and Tests," NBER Working Papers 5748, National Bureau of Economic Research, Inc.
  2. Dumitru, Ionut, 2002. "Money Demand in Romania," MPRA Paper 10629, University Library of Munich, Germany.
  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.
  4. J. Breitung, . "A Simultaneous Equations Approach to Cointegrated Systems," Sonderforschungsbereich 373 1995-46, Humboldt Universitaet Berlin.
  5. Jacques Bouhga-Hagbe, 2004. "A Theory of Workers' Remittances With An Application to Morocco," IMF Working Papers 04/194, International Monetary Fund.
  6. 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.
  7. D. Dutta & N. Ahmed, 1997. "An Aggregate Import Demand Function for Bangladesh: A Cointegration Approach," Working Papers 9703, University of Sydney, Department of Economics.
  8. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics.
  9. 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.
  10. Lazea, Valentin & Cozmanca, Bogdan Octavian, 2003. "Currency substitution in Romania," MPRA Paper 19813, University Library of Munich, Germany.
  11. 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.
  12. Sercu, Piet, 2005. "The exchange rate and purchasing power parity in arbitrage-free models of asset pricing," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/122905, Katholieke Universiteit Leuven.
  13. Lee, Young-Jae & Kennedy, P. Lynn, 2009. "Measurement Of Substitutability Between U.S. Domestic Catfish And Imported Fish," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46782, Southern Agricultural Economics Association.
  14. David Gray, 2004. "Persistent Regional Unemployment Differentials Revisited," Regional Studies, Taylor and Francis Journals, vol. 38(2), pages 167-176.
  15. 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).

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