Search Results - subject:"canonical cointegration regression"

Are we making progress on decarbonization? : A panel heterogeneous study of the long-run relationship in selected economies

Škare, Marinko; Porada-Rochoń, Małgorzata - In: Technological forecasting & social change : an … 188 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014266465

Impact of environmental degradation on agricultural efficiency in India : evidence from robust econometric models

Praveen, Bushra; Kumar, Pushp; Baig, Imran Ali; … - In: Journal of bioeconomics 24 (2022) 3, pp. 203-222

Persistent link: https://www.econbiz.de/10013438673

Macro Effects on Agricultural Prices in Different Time Horizons

Koo, Won W.; Cho, Guedae; Kim, MinKyoung - Agricultural and Applied Economics Association - AAEA - 2005

Using monthly data covering 1974:1 to 2002:12, this paper explores the linkage between changes in macroeconomic variables (real exchange rate and inflation rate) and changes in relative agricultural prices in different time horizons (1, 12, 24, 36, 48, and 60 months). By controlling factors that...

Persistent link: https://www.econbiz.de/10005327313

Long-run covariance and its applications in cointegration regression

Wang, Qunyong; Wu, Na - In: Stata Journal 12 (2012) 3, pp. 525-542

ordinary least squares, dynamic ordinary least squares, and canonical cointegration regression methods. We use several …

Persistent link: https://www.econbiz.de/10010631461