Controversy: On modelling the long run in applied economics

Economic Journal

Volumn 107, Issue 440, 1997, Pages 165-168

  Taylor, A M Robert ^a   Dixon, Huw D ^a  

^a UNIVERSITY OF YORK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18544374601     PISSN: 00130133     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0297.00149     Document Type: Article

References (13)

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10. Johansen, S. (1995). Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford: Oxford University Press.
11. Johansen, S. and Schaumburg, E. (1996). 'Inference for seasonally cointegrated autoregressive processes.' Mimeo, University of Copenhagen.
12. McCabe, B. P. M. and Smith, R. J. (1996). 'The power of some tests for difference-stationarity under local heteroscedastic integration.' Mimeo, Department of Economics, University of Bristol.
13. Smith, R. J. and Taylor, A. M. R. (1995). 'Additional critical values and asymptotic representations for seasonal unit root tests.' Discussion Paper 95/43, Department of Economics and Related Studies, University of York.