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Identifying Long-run Behaviour with Non-stationary Data

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Author Info
John Hunter

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Paper provided by Economics and Finance Section, School of Social Sciences, Brunel University in its series Economics and Finance Discussion Papers with number 98-01.

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Handle: RePEc:bru:bruedp:98-01

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Postal: Brunel University, Uxbridge, Middlesex UB8 3PH, UK

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. 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. [Downloadable!] (restricted)
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  2. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  3. Hunter, J., 1990. "Cointegrating exogeneity," Economics Letters, Elsevier, vol. 34(1), pages 33-35, September. [Downloadable!] (restricted)
  4. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November. [Downloadable!] (restricted)
  5. John Hunter, . "Identifying Long-run Behaviour with Non-stationary Data," Economics and Finance Discussion Papers 98-01, Economics and Finance Section, School of Social Sciences, Brunel University.
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  1. BAUWENS, Luc & HUNTER, John, 2000. "Identifying long-run behaviour with non-stationary data," CORE Discussion Papers 2000043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
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This page was last updated on 2010-1-4.

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