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Critical values for an F-test for cointegration in a multivariate model
Kanioura, Athina; Turner, Paul - 2005
Critical values for a test for cointegration are generated based on the joint significance of the levels terms in an error-correction equation. It is shown that the appropriate critical values are higher than those derived from the standard F-distribution. The power properties of this test are...
Persistent link: https://www.econbiz.de/10009461072
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The Error Correction Model as a Test for Cointegration
Kanioura, Athina; Turner, Paul - Department of Economics, University of Sheffield - 2003
In this paper we generate critical values for a test for cointegration based on the joint significance of the levels terms in an error correction equation. We show that the appropriate critical values are higher than those derived from the standard F-distribution. We compare the power properties...
Persistent link: https://www.econbiz.de/10005463781
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The BSE crisis and the price of red meat in the UK
Leeming, John (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922273
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Asymmetries in Bank of England monetary policy
Gascoigne, Jamie (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922285
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Estimating quarterly GDP for the interwar UK economy : an application to the employment function
Hayes, Peter (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922318
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A cointegration analysis of US interest rates
Kanioura, Athina - 2001
Persistent link: https://www.econbiz.de/10001620107
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Augmenting the GTAP database with data on inter-regional transactions
McDonald, Scott (contributor); Sonmez, Yontem (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625951
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Giant firms in the information economy
Dietrich, Michael (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922244
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Estimating the demand for health care with panel data : a semiparametric Bayesian approach
Jochmann, Markus (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922297
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An analysis of exports and growth in India : some empirical evidence (1971 - 2001)
Sharma, Abhijit (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922310