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Cointegration in Small Samples: Empirical Percentiles, Drifting Moments and Customized Testing

Citations

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Cited by:

  1. Tyrväinen, Timo, 1991. "Unions, wages and employment: evidence from Finland," Bank of Finland Research Discussion Papers 16/1991, Bank of Finland.
  2. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
  3. Kim, Byung Yeon, 1997. "Soviet Household Saving Function," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 181-203.
  4. Hooker, Mark A., 2000. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 583-600, August.
  5. Haug, Alfred A., 1996. "Tests for cointegration a Monte Carlo comparison," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 89-115.
  6. Tyrväinen, Timo, 1991. "Unions, wages and employment : evidence from Finland," Research Discussion Papers 16/1991, Bank of Finland.
  7. Yusuf, Sina A. & Yusuf, W.A., 2008. "Determinants of Selected Agricultural Export Crops in Nigeria: An Ecm Approach," 2007 Second International Conference, August 20-22, 2007, Accra, Ghana 52181, African Association of Agricultural Economists (AAAE).
  8. Nyoni, Timothy S., 1998. "Foreign Aid and Economic Performance in Tanzania," World Development, Elsevier, vol. 26(7), pages 1235-1240, July.
  9. Bruno Caprettini, 2008. "Finance and the Diffusion of Digital Technologies," Rivista di Politica Economica, SIPI Spa, vol. 98(6), pages 79-122, November-.
  10. Tyrväinen, Timo, 1992. "Wage drift and error correction: Evidence from Finland," Bank of Finland Research Discussion Papers 35/1992, Bank of Finland.
  11. repec:zbw:bofrdp:1991_016 is not listed on IDEAS
  12. Ali F. Darrat & Omar M. Benkato, 2003. "Interdependence and Volatility Spillovers Under Market Liberalization: The Case of Istanbul Stock Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(7‐8), pages 1089-1114, September.
  13. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  14. Kevin Cullinane & Dong-Wook Song, 2003. "A stochastic frontier model of the productive efficiency of Korean container terminals," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 251-267.
  15. Aka, F.B. & Decaluwé, B., 1999. "Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Cahiers de recherche 9911, Université Laval - Département d'économique.
  16. Podivinsky, Jan M., 1998. "Testing misspecified cointegrating relationships," Economics Letters, Elsevier, vol. 60(1), pages 1-9, July.
  17. Otieno, Zipora Awuor, 2008. "Agricultural Growth, Rural Poverty and Hunger In Africa," 2007 Second International Conference, August 20-22, 2007, Accra, Ghana 52179, African Association of Agricultural Economists (AAAE).
  18. Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi, 2004. "Narrowing the US twin deficits: simulations with a world macroeconometric model," International Trade 0411004, University Library of Munich, Germany.
  19. Miksjuk Alexei, 2011. "Study the relation between monetary and exchange rate policy: The case of Belarus," EERC Working Paper Series 11/16e, EERC Research Network, Russia and CIS.
  20. repec:zbw:bofrdp:1992_035 is not listed on IDEAS
  21. Tyrväinen, Timo, 1992. "Wage drift and error correction: Evidence from Finland," Research Discussion Papers 35/1992, Bank of Finland.
  22. Bagnai, Alberto & Carlucci, Francesco, 2003. "An aggregate model for the European Union," Economic Modelling, Elsevier, vol. 20(3), pages 623-649, May.
  23. Yves Bourdet & Hans Falck, 2006. "Emigrants' remittances and Dutch Disease in Cape Verde," International Economic Journal, Taylor & Francis Journals, vol. 20(3), pages 267-284.
  24. Kari Takala & Pekka Pere, 1991. "Testing the cointegration of house and stock prices in Finland," Finnish Economic Papers, Finnish Economic Association, vol. 4(1), pages 33-51, Spring.
  25. Alberto Bagnai, 2006. "Structural breaks and the twin deficits hypothesis," International Economics and Economic Policy, Springer, vol. 3(2), pages 137-155, November.
  26. José M. Belbute & Alfredo M. Pereira, 2021. "The Relationship between Consumption and CO 2 Emissions: Evidence for Portugal," Sustainability, MDPI, vol. 13(21), pages 1-16, November.
  27. Micha³ Majsterek, 2018. "Stock and Flows in the Countegration Context," Lodz Economics Working Papers 3/2018, University of Lodz, Faculty of Economics and Sociology.
  28. Rajendra Prasad Shrestha Ph. D., 2008. "Private Savings Behaviour in Nepal: Long-term Determinants and Short-run Dynamics," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 20, pages 16-31, April.
  29. Mark A. Hooker, 1997. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Finance and Economics Discussion Series 1997-49, Board of Governors of the Federal Reserve System (U.S.).
  30. Bernhard O. Ishioro, 2014. "The Dynamics Of Exchange Rate Expectations Formation: The Nigerian Perspective," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 23(2), pages 431-460, december.
  31. Tambi, N. Emmanuel, 1999. "Co-integration and error-correction modelling of agricultural export supply in Cameroon," Agricultural Economics, Blackwell, vol. 20(1), pages 57-67, January.
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