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Wagner, Martin - Department of Economics and Finance Research and … - 1999

The method for estimation and testing for cointegration put forward by Johansen assumes that the data are described by … derive their implications for the structure theory of cointegration. Specifically we show that the cointegrating space is …

Persistent link: https://www.econbiz.de/10005764151

Export-led growth: a survey of the empirical literature and some non-causality results. Part 2

Giles, Judith; Williams, Cara - In: The Journal of International Trade & Economic Development 9 (2001) 4, pp. 445-470

This paper continues the investigation of Giles and Williams (2000) on export-led growth (ELG). In the first part, we surveyed the empirical export-led growth literature; it was evident that Granger non-causality tests are commonly applied as a test for ELG. In this paper, we explore the...

Persistent link: https://www.econbiz.de/10009219561

Long-run identification in a fractionally integrated system

Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 438-450

Persistent link: https://www.econbiz.de/10010337858

A note on nonlinear cointegration, misspecification, and bimodality

Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731

Persistent link: https://www.econbiz.de/10010363888

A unifying theory of tests of rank

Sadoon, Majid M. al- - In: Journal of econometrics 199 (2017) 1, pp. 49-62

Persistent link: https://www.econbiz.de/10011818957