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A Stastistical Analysis of Cointegration for I(2) Variables
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Cited by:
- Lisbeth Funding la Cour, 1995.
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Economic Modelling, Elsevier, vol. 35(C), pages 805-815.
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Journal of Developing Areas, Tennessee State University, College of Business, vol. 47(2), pages 175-198, July-Dece.
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Energy Economics, Elsevier, vol. 30(3), pages 856-888, May.
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- Simwaka, Kisu, 2012. "Testing for time-varying fractional cointegration using the bootstrap approach," MPRA Paper 39698, University Library of Munich, Germany.
- Sarker Swati Anindita & Wang Shouyang & Adnan K M Mehedi, 2019. "Energy Consumption and Economic Growth Nexus in Bangladesh," Journal of Systems Science and Information, De Gruyter, vol. 7(6), pages 497-509, December.
- Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.
- Fabrizio Coricelli & Bo??tjan Jazbec & Igor Masten, 2004. "Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through," William Davidson Institute Working Papers Series 2004-674, William Davidson Institute at the University of Michigan.
- Sa-ngasoongsong, Akkarapol & Bukkapatnam, Satish T.S. & Kim, Jaebeom & Iyer, Parameshwaran S. & Suresh, R.P., 2012. "Multi-step sales forecasting in automotive industry based on structural relationship identification," International Journal of Production Economics, Elsevier, vol. 140(2), pages 875-887.
- Omtzigt, Pieter & Paruolo, Paolo, 2005.
"Impact factors,"
Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
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- Chakravarty, Sugato & Harris, Fredreck H. deB. & Wood, Roger A., 2001.
"Do Bid-Ask Spreads or Bid and Ask Depths Convey New Information First?,"
Purdue University Economics Working Papers
1149, Purdue University, Department of Economics.
- Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002. "Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?," Econometrics 0201003, University Library of Munich, Germany.
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- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001.
"An I(2) analysis of inflation and the markup,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
- Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000. "An I(2) Analysis of Inflation and the Markup," Dundee Discussion Papers in Economics 120, Economic Studies, University of Dundee.
- Majid M. Al-Sadoon, 2014.
"A general theory of rank testing,"
Economics Working Papers
1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
- Majid M. Al-Sadoon, 2015. "A General Theory of Rank Testing," Working Papers 750, Barcelona School of Economics.
- Leachman, Lori L. & Francis, Bill B., 2000. "Multicointegration Analysis of the Sustainability of Foreign Debt," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 207-227, April.
- Rashid, Abdul & Razzaq, Tayyaba, 2010. "Estimating Import-Demand Function in ARDL Framework: The Case of Pakistan," MPRA Paper 23702, University Library of Munich, Germany.
- Hui Liu & Gabriel Rodriguez, 2003.
"Human Activities and Global Warming: A Cointegration Analysis,"
Working Papers
0307E, University of Ottawa, Department of Economics.
- Liu, Hui & Rodríguez, Gabriel, 2005. "Human activities and global warming: a cointegration analysis," MPRA Paper 9939, University Library of Munich, Germany.
- Rashid, Abdul & Razzaq, Tayyaba, 2010. "Estimating Import-Demand Function in ARDL Framework: The Case of Pakistan," MPRA Paper 26079, University Library of Munich, Germany.
- Saba Charles Shaaba, 2022. "Defence Spending and Economic Growth in South Africa: Evidence from Cointegration and Co-Feature Analysis," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 28(1), pages 51-100, February.
- Bruneau, C. & De bandt, O. & Flageollet, A., 2004. "Inflation and the Markup in the Euro Area," Working papers 114, Banque de France.
- Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356.
- Johansen, Soren, 2002.
"A small sample correction for tests of hypotheses on the cointegrating vectors,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 195-221, December.
- Johansen, S., 1999. "A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors," Economics Working Papers eco99/9, European University Institute.
- Bill Russell, 2006. "Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy," Dundee Discussion Papers in Economics 191, Economic Studies, University of Dundee.
- Dimitris Georgoutsos & Georgios Kouretas, 2004.
"A Multivariate I(2) cointegration analysis of German hyperinflation,"
Applied Financial Economics, Taylor & Francis Journals, vol. 14(1), pages 29-41.
- Dimitris Georgoutsos & George Kouretas, 2000. "A Multivariate I(2) Cointegration Analysis Of German Hyperinflation," Working Papers 0001, University of Crete, Department of Economics, revised 00 Jul 2001.
- Roger Hammersland, 2004. "The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data," Working Paper 2004/19, Norges Bank.
- Lin, Boqiang & Ullah, Sami, 2023. "Towards the goal of going green: Do green growth and innovation matter for environmental sustainability in Pakistan," Energy, Elsevier, vol. 285(C).
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- Tweneboah, George & Adam, Anokye M., 2008. "Implications of Oil Price Shocks for Monetary Policy in Ghana: A Vector Error Correction Model," MPRA Paper 11968, University Library of Munich, Germany.
- Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria.
- Georgios Kouretas & Leonidas Zarangas, 2001. "Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece," International Economic Journal, Taylor & Francis Journals, vol. 15(3), pages 109-128.
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- Everaert, Gerdie, 2003. "Balanced growth and public capital: an empirical analysis with I(2) trends in capital stock data," Economic Modelling, Elsevier, vol. 20(4), pages 741-763, July.
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- Roger Hammersland, 2004. "Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension," Working Paper 2004/15, Norges Bank.
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- Svein Olav Krakstad, 2015. "Long-Run Movements in House Prices," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 429-454.
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WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
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- repec:ipg:wpaper:2014-380 is not listed on IDEAS
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- Nielsen, Heino Bohn, 2007. "A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions," Economics Letters, Elsevier, vol. 94(3), pages 445-451, March.
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