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Short- and long-run demand for energy in Mexico: a cointegration approach

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  • Galindo, Luis Miguel

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  • Galindo, Luis Miguel, 2005. "Short- and long-run demand for energy in Mexico: a cointegration approach," Energy Policy, Elsevier, vol. 33(9), pages 1179-1185, June.
    • Handle: RePEc:eee:enepol:v:33:y:2005:i:9:p:1179-1185
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    1. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    2. Bauer, Mariano & Mar, Elizabeth & Elizalde, Alberto, 2003. "Transport and energy demand in Mexico: the personal income shock," Energy Policy, Elsevier, vol. 31(14), pages 1475-1480, November.
    3. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C. & Lalas, Dimitrios P. & Pesmajoglou, Stylianos, 2000. "Forecasting energy consumption and energy related CO2 emissions in Greece: An evaluation of the consequences of the Community Support Framework II and natural gas penetration," Energy Economics, Elsevier, vol. 22(4), pages 395-422, August.
    4. Jorgenson, Dale W. & Goettle, Richard J. & Ho, Mun S. & Wilcoxen, Peter J., 2013. "Energy, the Environment and US Economic Growth," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 477-552, Elsevier.
    5. Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164, Decembrie.
    6. Johansen, Soren, 1992. "Testing weak exogeneity and the order of cointegration in UK money demand data," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 313-334, June.
    7. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    8. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
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