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Volumn 27, Issue 2, 2000, Pages 153-166

Estimating the long-run supply and demand for agricultural labour in the UK

Author keywords

Agricultural labour; Cointegration; Labour supply and demand; Minimum wage; Structural modelling

Indexed keywords


EID: 0034421560     PISSN: 01651587     EISSN: None     Source Type: Journal    
DOI: 10.1093/erae/27.2.153     Document Type: Article
Times cited : (4)

References (16)
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    • Alogoskoufis, G. and Smith, R. (1995). On error correction models: specification, interpretation, estimation. In Oxley, L., George, D. R., Roberts, C. J. and Sayers, S. (eds), Survey in Econometrics. Oxford: Blackwell, 139-170.
    • (1995) Survey in Econometrics , pp. 139-170
    • Alogoskoufis, G.1    Smith, R.2
  • 2
    • 58149363723 scopus 로고
    • Efficient inference on cointegration parameters in structural error correction models
    • Boswijk, P. H. (1995). Efficient inference on cointegration parameters in structural error correction models. Journal of Econometrics 69: 133-158.
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    • Boswijk, P.H.1
  • 4
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    • Clements, M.P.1    Mizon, G.E.2
  • 5
    • 0001851285 scopus 로고    scopus 로고
    • Business cycle analysis without much theory: A look at structural VARs
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    • (1998) Journal of Econometrics , vol.83 , pp. 57-88
    • Cooley, T.F.1    Dwyer, M.2
  • 8
    • 85036258669 scopus 로고
    • Distributions of the estimators for autoregressive time series with a unit root
    • Dickey, D. and Fuller, W. (1979). Distributions of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74: 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.1    Fuller, W.2
  • 10
    • 84981641647 scopus 로고
    • An application of the Engle and Granger two-step estimation procedure to UK aggregate wage data
    • Hall, S. G. (1986). An application of the Engle and Granger two-step estimation procedure to UK aggregate wage data. Oxford Bulletin of Economics and Statistics 48: 229-239.
    • (1986) Oxford Bulletin of Economics and Statistics , vol.48 , pp. 229-239
    • Hall, S.G.1
  • 11
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    • Maximum likelihood estimation of cointegrating vectors
    • Hall, S. G. (1989). Maximum likelihood estimation of cointegrating vectors. Oxford Bulletin of Economics and Statistics 51: 213-218.
    • (1989) Oxford Bulletin of Economics and Statistics , vol.51 , pp. 213-218
    • Hall, S.G.1
  • 14
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen, S. (1991). Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica 55: 1551-1558.
    • (1991) Econometrica , vol.55 , pp. 1551-1558
    • Johansen, S.1
  • 15
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    • Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
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    • Johansen, S.1
  • 16
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    • Identification of the long-run and the short-run structure. An application to the ISLM mode
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    • (1994) Journal of Econometrics , vol.63 , pp. 7-36
    • Johansen, S.1    Juselius, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.