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An alternative approach to estimation of structural vector error correction models with long-run restrictions
Jang, Kyungho - In: Economics letters 90 (2006) 1, pp. 126-131
Persistent link: https://www.econbiz.de/10003244116
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Unit roots in macroeconometrics : a survey
Ōgaki, Masao - 1993
Persistent link: https://www.econbiz.de/10000876354
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Engel's law and cointegration
Ōgaki, Masao - In: Journal of political economy 100 (1992) 5, pp. 1027-1046
Persistent link: https://www.econbiz.de/10001131713
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A cointegration approach to estimating preference parameters
Ōgaki, Masao; Park, Yoon Y. - 1989
Persistent link: https://www.econbiz.de/10000780051
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A Chi-square test for a unit root
Kahn, James A.; Ōgaki, Masao - 1990 - Rev
Persistent link: https://www.econbiz.de/10000784261
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Engel's law and cointegration
Ōgaki, Masao - 1990
Persistent link: https://www.econbiz.de/10000791438
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Seemingly unrelated canonical cointegrating regressions
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814456
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814457
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A cointegration approach to estimating preference parameters
Ōgaki, Masao - In: Journal of econometrics 82 (1998) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10001228497
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A. - In: Economics letters 39 (1992) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10001129245