A cointegrating demand system with a bi-variate permanent stochastic trend

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...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

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

Demand for money in Bangladesh A cointegration analysis

Siddiki, J.
Kingston Univ., Kingston upon Thames (United Kingdom). Faculty of Human Sciences

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9748(99/3) / BLDSC - British Lib...

A cointegrating demand system for food in the United Kingdom

Duffy, M.
University of Manchester Inst. of Science and Technology (United Kingdom). Manchester School of Management

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.7139(no 0108) / BLDSC - British ...

Forecasting in cointegrated systems

Clements, M.P.
Hendry, D.F
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(139) / BLDSC - British Libr...

Sharing stochastic trends

Pellegrini, G
University Coll., London (United Kingdom). Dept. of Economics

January 1992

Revised editionAvailable from British Library Document Supply Centre- DSC:3597.7738(UCL-DE-DP--93-06...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

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...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Cointegration and the predictability of asset prices

Caporale, G.M.
Pittis, N.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(08-98) / BLDSC - British Li...

Interpreting conitegrating vectors and common stochastic trends

Wickens, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--14/93) / BLDSC...

Aggregate and regional disaggregate fluctuations

Quah, D.T
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-OP-EM--95/290) / BL...

Semiparametric fractional cointegration analysis

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/420) / BLDSC - British Li...

Estimation of advertising-augmented, cointegrating demand systems A case study

Duffy, M.
University of Manchester Inst. of Science and Technology (United Kingdom). Manchester School of Management

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.7139(2) / BLDSC - British Librar...

Stochastic common trends and long-run relationships in heterogeneous panels

Hall, S.
Urga, G
London Business School (United Kingdom). Centre for Economic Forecasting

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(LBS-CEF-DP--27-95) / BLDSC ...

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...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

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

Demand for money in Bangladesh A cointegration analysis

Siddiki, J.
Kingston Univ., Kingston upon Thames (United Kingdom). Faculty of Human Sciences

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9748(99/3) / BLDSC - British Lib...

A cointegrating demand system for food in the United Kingdom

Duffy, M.
University of Manchester Inst. of Science and Technology (United Kingdom). Manchester School of Management

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.7139(no 0108) / BLDSC - British ...

Forecasting in cointegrated systems

Clements, M.P.
Hendry, D.F
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(139) / BLDSC - British Libr...

Sharing stochastic trends

Pellegrini, G
University Coll., London (United Kingdom). Dept. of Economics

January 1992

Revised editionAvailable from British Library Document Supply Centre- DSC:3597.7738(UCL-DE-DP--93-06...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

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...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Cointegration and the predictability of asset prices

Caporale, G.M.
Pittis, N.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(08-98) / BLDSC - British Li...

Interpreting conitegrating vectors and common stochastic trends

Wickens, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--14/93) / BLDSC...

Aggregate and regional disaggregate fluctuations

Quah, D.T
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-OP-EM--95/290) / BL...

Semiparametric fractional cointegration analysis

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/420) / BLDSC - British Li...

Estimation of advertising-augmented, cointegrating demand systems A case study

Duffy, M.
University of Manchester Inst. of Science and Technology (United Kingdom). Manchester School of Management

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.7139(2) / BLDSC - British Librar...

Stochastic common trends and long-run relationships in heterogeneous panels

Hall, S.
Urga, G
London Business School (United Kingdom). Centre for Economic Forecasting

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(LBS-CEF-DP--27-95) / BLDSC ...

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...

Cointegration and dynamic econometric modelling

Clements, M.P

January 1992

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

Demand for money in Bangladesh A cointegration analysis

Siddiki, J.
Kingston Univ., Kingston upon Thames (United Kingdom). Faculty of Human Sciences

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9748(99/3) / BLDSC - British Lib...

A cointegrating demand system with a bi-variate permanent stochastic trend

Abstract

Extracted data

A cointegrating demand system with a bi-variate permanent stochastic trend

Abstract

Extracted data

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