Add to ORKGThis paper provides a survey of the recent literature dealing with 1(2) variables in economic time series, that is, processes that require to be differenced twice in order to become stationary. With reference to particular models intuition is provided of why 1(2) and polynomial cointegration are features likely to occur in economics.ECONOMETRICS, STATISTICS
A review of literature on applications of Granger causality to problems in international agricultura...
In this note we discuss some important issues in regression models for non-statio-nary time series. ...
In the time series analysis it often appears that two or more time series influence each other. When...
The analysis of unit-root processes and cointegrated systems has played a prominent role in economet...
The presented paper aims to analyse both statistical and economic aspects of the model with I(2) var...
'Classical' econometric theory assumes that observed data come from a stationary process, where mean...
‘Classical ’ econometric theory assumes that observed data come from a stationary process, where mea...
Copyright @ 2005 Palgrave MacmillanCointegration, equilibrium and equilibrium correction are key con...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
In an introductory chapter we collect together some recent results on the representation, estimation...
This paper generalises the cointegrating model of Phillips (1991) to allow for I (0) , I (1) and I (...
This paper provides a survey of some of the recent developments in the field of econometric modellin...
The paper illustrates some of the well-known problems with cointegration analysis in order to provid...
A review of literature on applications of Granger causality to problems in international agricultura...
In this note we discuss some important issues in regression models for non-statio-nary time series. ...
In the time series analysis it often appears that two or more time series influence each other. When...
The analysis of unit-root processes and cointegrated systems has played a prominent role in economet...
The presented paper aims to analyse both statistical and economic aspects of the model with I(2) var...
'Classical' econometric theory assumes that observed data come from a stationary process, where mean...
‘Classical ’ econometric theory assumes that observed data come from a stationary process, where mea...
Copyright @ 2005 Palgrave MacmillanCointegration, equilibrium and equilibrium correction are key con...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
In an introductory chapter we collect together some recent results on the representation, estimation...
This paper generalises the cointegrating model of Phillips (1991) to allow for I (0) , I (1) and I (...
This paper provides a survey of some of the recent developments in the field of econometric modellin...
The paper illustrates some of the well-known problems with cointegration analysis in order to provid...
A review of literature on applications of Granger causality to problems in international agricultura...
In this note we discuss some important issues in regression models for non-statio-nary time series. ...
In the time series analysis it often appears that two or more time series influence each other. When...