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Estimation and Inference in Models of Cointegration: A Simulation Study

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Author Info
Peter C.B. Phillips () (Cowles Foundation, Yale University)
Bruce E. Hansen

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Abstract

This paper studies the finite sample distributions of estimators of the cointegrating vector of linear regression models with I(1) variables. Attention is concentrated on the least squares (OLS) and instrumental variables (IV) methods analyzed in other recent work (Phillips and Hansen (1988)). The general preference of OLS to IV techniques suggested by asymptotic theory is reinforced by our simulations. An exception arises for cases of low signal to noise, where spurious IV techniques (so named for their use of instruments that are structurally unrelated to the model) outperform uncorrected least squares. We verify the presence of a small sample estimation bias and show that the Park-Phillips bias correction does reduce the magnitude of this problem. We also find that there is substantial distributional divergence of t-statistics from the normal, unless the Phillips-Hansen endogeneity correction is used. Finally, we apply these methods to aggregate consumption and income data. Our empirical results indicate that the endogeneity and serial dependence connections are important and lead to intuitively plausible changes in the estimated coefficients.

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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 881.

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Length: 38 pages
Date of creation: Jul 1988
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Publication status: Published in Advances in Econometrics, Vol. 8, JAI Press, 1990, pp. 225-248
Handle: RePEc:cwl:cwldpp:881

Note: CFP 747.
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Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
Phone: (203) 432-3702
Fax: (203) 432-6167
Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: Co-integration; endogeneity; instrumental variables; nonstationary series; asymptotic theory;

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. Hall, Robert E, 1978. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 971-87, December. [Downloadable!] (restricted)
  2. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March. [Downloadable!] (restricted)
  3. Banerjee, Anindya, et al, 1986. "Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 253-77, August.
  4. Perron, Pierre & Phillips, Peter C. B., 1987. "Does GNP have a unit root? : A re-evaluation," Economics Letters, Elsevier, vol. 23(2), pages 139-145. [Downloadable!] (restricted)
    Other versions:
  5. Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December. [Downloadable!] (restricted)
    Other versions:
  6. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers 811R, Cowles Foundation, Yale University, revised Aug 1987. [Downloadable!]
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  7. Campbell, John Y, 1987. "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis," Econometrica, Econometric Society, vol. 55(6), pages 1249-73, November. [Downloadable!] (restricted)
    Other versions:
  8. Corbae, Dean & Ouliaris, Sam, 1988. "Cointegration and Tests of Purchasing Power Parity," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 508-11, August. [Downloadable!] (restricted)
  9. Peter C.B. Phillips & Bruce E. Hansen, 1988. "Statistical Inference in Instrumental Variables," Cowles Foundation Discussion Papers 869R, Cowles Foundation, Yale University, revised Apr 1989. [Downloadable!]
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Cited by:
(explanations, 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. Mamingi, Nlandu, 1993. "Savings investment correlations and capital mobility in developing countries," Policy Research Working Paper Series 1211, The World Bank. [Downloadable!]
  2. M. Katsimi, 2004. "Inflation divergence in the euro area: the Balassa-Samuelson effect," Applied Economics Letters, Taylor and Francis Journals, vol. 11(5), pages 329-332, April. [Downloadable!] (restricted)
  3. Gunnar BÄrdsen & Niels Haldrup, 2006. "A Gaussian IV estimator of cointegrating relations," Economics Working Papers 2006-03, School of Economics and Management, University of Aarhus. [Downloadable!]
  4. Jan G. De Gooijer & Antoni Vidiella-i-Anguera, 2005. "Estimating threshold cointegrated systems," Economics Bulletin, Economics Bulletin, vol. 3(8), pages 1-7. [Downloadable!]
  5. James H. Stock & Mark W. Watson, 1989. "A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems," NBER Technical Working Papers 0083, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Nicoletti, Giuseppe, 1990. "Consumption And Government Debt In High Deficit Countries: Is Tax-Discounting Stable Over Time? The Case Of Italy And Belgium," Working Papers 90-52, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
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