The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

Available from British Library Document Supply Centre- DSC:D177012 / BLDSC - British Library Documen...

Testing for r versus r-1 cointegrating vectors

Snell, A
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DP--1995/10) / BLDSC ...

Testing for changes in the long-run causal structure of cointegrated vector autoregressions

Barassi, M.R.
Caporale, G.M.
Hall, S.G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(01/09) / BLDSC - British Lib...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Estimating cointegrating relationships when there is uncertainty about the time series properties of the data Evidence from UK consumers' expenditure 1967-1995

Sheldon, M.
Young, G.
National Inst. of Economic and Social Research, London (United Kingdom)

January 1998

Available from British Library Document Supply Centre-DSC:3597.532(135) / BLDSC - British Library Do...

Nonparametric cointegration analysis of real exchange rates

Coakley, J.
Fuertes, A.M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(9/98) / BLDSC - British Lib...

Testing identifiablility of cointegrating vectors

Boswijk, H.P.

January 1996

This article analyzes the identification and normalization of cointegrating vectors. Normalizing a c...

Forecasting, causality and cointegration analysis using vector autoregressions

Charemza, W.W.
Deadman, D.F
Leicester Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--150) / BLDSC - B...

The econometrics of cointegrated time series A survey

Psaradakis, Z.G
Southampton Univ. (United Kingdom). Dept. of Economics

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(89/19) / BLDSC - British Li...

On the identification of cointegrated systems in small samples Practical procedures with an application to UK wages and prices

Greenslade, J.
Hall, S.
Henry, B.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(07-99) / BLDSC - British Li...

Applied cointegration analysis in the mirror of macroeconomic theory

Soederlind, P.
Vredin, A
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1120) / BLDSC - B...

Asymptotic results for cointegration tests in non-stable cases

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(131) / BLDSC - British Libra...

On the estimation of cointegration models

Al-Balaa, Norah Rashid

January 1999

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:DX2212...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

Available from British Library Document Supply Centre- DSC:D177012 / BLDSC - British Library Documen...

Testing for r versus r-1 cointegrating vectors

Snell, A
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DP--1995/10) / BLDSC ...

Testing for changes in the long-run causal structure of cointegrated vector autoregressions

Barassi, M.R.
Caporale, G.M.
Hall, S.G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(01/09) / BLDSC - British Lib...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Estimating cointegrating relationships when there is uncertainty about the time series properties of the data Evidence from UK consumers' expenditure 1967-1995

Sheldon, M.
Young, G.
National Inst. of Economic and Social Research, London (United Kingdom)

January 1998

Available from British Library Document Supply Centre-DSC:3597.532(135) / BLDSC - British Library Do...

Nonparametric cointegration analysis of real exchange rates

Coakley, J.
Fuertes, A.M.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(9/98) / BLDSC - British Lib...

Testing identifiablility of cointegrating vectors

Boswijk, H.P.

January 1996

This article analyzes the identification and normalization of cointegrating vectors. Normalizing a c...

Forecasting, causality and cointegration analysis using vector autoregressions

Charemza, W.W.
Deadman, D.F
Leicester Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--150) / BLDSC - B...

The econometrics of cointegrated time series A survey

Psaradakis, Z.G
Southampton Univ. (United Kingdom). Dept. of Economics

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(89/19) / BLDSC - British Li...

On the identification of cointegrated systems in small samples Practical procedures with an application to UK wages and prices

Greenslade, J.
Hall, S.
Henry, B.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(07-99) / BLDSC - British Li...

Applied cointegration analysis in the mirror of macroeconomic theory

Soederlind, P.
Vredin, A
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1120) / BLDSC - B...

Asymptotic results for cointegration tests in non-stable cases

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(131) / BLDSC - British Libra...

On the estimation of cointegration models

Al-Balaa, Norah Rashid

January 1999

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:DX2212...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

Available from British Library Document Supply Centre- DSC:D177012 / BLDSC - British Library Documen...

The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

Abstract

Extracted data

The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

Abstract

Extracted data

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