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Volumn 1, Issue 3, 1994, Pages 44-48

An empirical investigation of the export growtheconomic growth relationship

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[No Author keywords available]

Indexed keywords


EID: 0002221238     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/135048594358285     Document Type: Article
Times cited : (22)

References (13)
  • 1
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    • Export growth and economic growth: an application of cointegration and error correction modelling
    • Bahmani-Oskooee, M. and Alse, J. (1993) Export growth and economic growth: an application of cointegration and error correction modelling, The Journal of Developing Areas, 27, 535-42.
    • (1993) The Journal of Developing Areas , vol.27 , pp. 535-542
    • Bahmani-Oskooee, M.1    Alse, J.2
  • 2
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D. A. and Fuller, W. A. (1981) Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, 49, 1057-72.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 3
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    • On the theory of cointegrated economic time series
    • San Diego, USA.
    • Engle, R. F. (1987) On the theory of cointegrated economic time series, University of California, San Diego, USA.
    • (1987) University of California
    • Engle, R.F.1
  • 4
    • 0000013567 scopus 로고
    • Cointegration and error correction: representation
    • Engle, R. and Granger, C. (1987) Cointegration and error correction: representation, estimation and testing, Econometrica, 55, 251-76.
    • (1987) estimation and testing , vol.55 , pp. 251-276
    • Engle, R.1    Granger, C.2
  • 5
    • 0000363012 scopus 로고
    • Estimation and inference in models of cointegration: a simulation study
    • eds. Advances in Econometrics: Cointegration, Spurious Regression and Unit Roots, Vol 8, Jai Press Inc, USA.
    • Hansen, B. E. and Phillips, P. C. B. (1990) Estimation and inference in models of cointegration: a simulation study, in T. B. Fomby and G. F. Rhodes Jr., eds. Advances in Econometrics: Cointegration, Spurious Regression and Unit Roots, Vol 8, Jai Press Inc, USA.
    • (1990) T. B. Fomby and G. F. Rhodes Jr.
    • Hansen, B.E.1    Phillips, P.C.B.2
  • 6
    • 84960018219 scopus 로고    scopus 로고
    • (1992) A review of methods of estimating cointegrated relationships EMBA Conference, Port Douglas.
    • Hargreaves, C. (1992) A review of methods of estimating cointegrated relationships EMBA Conference, Port Douglas.
    • Hargreaves, C.1
  • 7
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root
    • Kwiatkowski, D., Phillips, P. C. B., Schmidt, P. and Shin, Y. (1992) Testing the null hypothesis of stationarity against the alternative of a unit root, Journal of Econometrics, 54, 159-78.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4
  • 8
    • 84960018220 scopus 로고
    • Forward exchange rates and expectations during the 1920s: a reexamination of the evidence
    • Tulane University, LA, USA.
    • McFarland, J. W., McMahon, P. C. and Ngama, Y. (1992) Forward exchange rates and expectations during the 1920s: a reexamination of the evidence, A. B. Freeman School of Business, Tulane University, LA, USA.
    • (1992) A. B. Freeman School of Business
    • McFarland, J.W.1    McMahon, P.C.2    Ngama, Y.3
  • 9
    • 84974399466 scopus 로고
    • Statistical inference in regressions with integrated processes: Part 1
    • Park, J. Y. and Phillips, P. C. B. (1988) Statistical inference in regressions with integrated processes: Part 1, Econometric Theory, 4, 468-98.
    • (1988) Econometric Theory , vol.4 , pp. 468-498
    • Park, J.Y.1    Phillips, P.C.B.2
  • 10
    • 27644580196 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Perron, P. (1988) Trends and random walks in macroeconomic time series, Journal of Economic Dynamics and Control, 12, 297-332.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 297-332
    • Perron, P.1
  • 11
    • 84959818799 scopus 로고
    • Statistical inference in instrumental variables regression with I(1) processes
    • Phillips, P. C. B. and Hansen, B. E. (1990) Statistical inference in instrumental variables regression with I(1) processes, The Review of Economic Studies, 57, 99-125.
    • (1990) The Review of Economic Studies , vol.57 , pp. 99-125
    • Phillips, P.C.B.1    Hansen, B.E.2
  • 12
    • 0000784320 scopus 로고
    • Asymptotic properties of residual based tests of cointegration
    • Philips, P. C. B. and Ouliaris, S. (1990) Asymptotic properties of residual based tests of cointegration, Econometrica, 58, 165-93.
    • (1990) Econometrica , vol.58 , pp. 165-193
    • Philips, P.C.B.1    Ouliaris, S.2
  • 13
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    • Testing for a unit root in time series regression
    • Phillips, P. C. B. and Perron, P. (1988) Testing for a unit root in time series regression, Biometrica, 75, 335-46.
    • (1988) Biometrica , vol.75 , pp. 335-346
    • Phillips, P.C.B.1    Perron, P.2


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