-
1
-
-
0016355478
-
A new look at the statistical model identification
-
Akaike H. (1974). A new look at the statistical model identification. IEEE Transaction on Automatic Control, AC-19, 716-723
-
(1974)
IEEE Transaction on Automatic Control
, vol.AC-19
, pp. 716-723
-
-
Akaike, H.1
-
3
-
-
0030318311
-
Does building investment affect economic growth?
-
Ball M. Wood A. Does building investment affect economic growth? Journal of Property Research 13 2 1996 99-114
-
(1996)
Journal of Property Research
, vol.13
, Issue.2
, pp. 99-114
-
-
Ball, M.1
Wood, A.2
-
5
-
-
84981676740
-
Finite-sample sizes of Johansen's likelihood ratio tests for cointegration
-
Cheung Y. Lai K. Finite-sample sizes of Johansen's likelihood ratio tests for cointegration Oxford Bulletin of Economics and Statistics 55 1993 313-328
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, pp. 313-328
-
-
Cheung, Y.1
Lai, K.2
-
6
-
-
0033931693
-
The global construction market: A cross-sectional analysis
-
Crosthwaite D. The global construction market: A cross-sectional analysis Construction Management and Economics 18 2000 619-627
-
(2000)
Construction Management and Economics
, vol.18
, pp. 619-627
-
-
Crosthwaite, D.1
-
7
-
-
0001224350
-
Construction and development: A new perspective
-
Drewer S. Construction and development: A new perspective Habitat International 5 4 1980 395-428
-
(1980)
Habitat International
, vol.5
, Issue.4
, pp. 395-428
-
-
Drewer, S.1
-
8
-
-
0000013567
-
Cointegration and error correction: Representation, estimation, and testing
-
Engle R. Granger C.W.J. Cointegration and error correction: Representation, estimation, and testing Econometrica 55 1987 251-276
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.1
Granger, C.W.J.2
-
9
-
-
0000278336
-
Testing super exogeneity and invariance in regression model
-
Engle R. Hendry D.F. Testing super exogeneity and invariance in regression model Journal of Econometrics 56 1993 119-139
-
(1993)
Journal of Econometrics
, vol.56
, pp. 119-139
-
-
Engle, R.1
Hendry, D.F.2
-
10
-
-
0000351727
-
Investigating causal relations by econometric models and cross-spectral methods
-
Granger C.W.J. Investigating causal relations by econometric models and cross-spectral methods Econometrica 37 1969 424-438
-
(1969)
Econometrica
, vol.37
, pp. 424-438
-
-
Granger, C.W.J.1
-
11
-
-
84981566273
-
Developments in the study of co-integrated economic variables
-
Granger C.W.J. Developments in the study of co-integrated economic variables Oxford Bulletin of Economics and Statistics 48 1986 213-228
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.48
, pp. 213-228
-
-
Granger, C.W.J.1
-
12
-
-
28144459550
-
Some recent developments in a concept of causality
-
Granger C.W.J. Some recent developments in a concept of causality Journal of Econometrics 39 1988 199-211
-
(1988)
Journal of Econometrics
, vol.39
, pp. 199-211
-
-
Granger, C.W.J.1
-
14
-
-
5844348956
-
Autoregressive modeling and money-income causality detection
-
Hsiao C. Autoregressive modeling and money-income causality detection Journal of Monetary Economics 7 1981 85-106
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 85-106
-
-
Hsiao, C.1
-
16
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration-With applications to the demand for money
-
Johansen S. Juselius K. Maximum likelihood estimation and inference on cointegration-With applications to the demand for money Oxford Bulletin of Economics and Statistics 52 1990 169-210
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
17
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
-
Kwiatkowski D. Phillips P. Schmidt P. Shin Y. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics 54 1992 159-178
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.2
Schmidt, P.3
Shin, Y.4
-
19
-
-
0036006539
-
The causality between investment and economic growth
-
Madson J.B. The causality between investment and economic growth Economic Letters 74 2002 157-163
-
(2002)
Economic Letters
, vol.74
, pp. 157-163
-
-
Madson, J.B.1
-
20
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey W. West K. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix Econometrica 55 1987 703-708
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
21
-
-
0000631178
-
A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
-
Osterwald-Lenum M. A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics Oxford Bulletin of Economics and Statistics 54 1992 461-472
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 461-472
-
-
Osterwald-Lenum, M.1
-
22
-
-
0000899296
-
The great crash, the oil price shock and the unit root hypothesis
-
Perron P. The great crash, the oil price shock and the unit root hypothesis Econometrica 57 6 1989 1361-1401
-
(1989)
Econometrica
, vol.57
, Issue.6
, pp. 1361-1401
-
-
Perron, P.1
-
23
-
-
84948500109
-
Testing for a unit root in a time series with a changing mean
-
Perron P. Testing for a unit root in a time series with a changing mean Journal of Business and Economic Statistics 8 2 1990 153-162
-
(1990)
Journal of Business and Economic Statistics
, vol.8
, Issue.2
, pp. 153-162
-
-
Perron, P.1
-
25
-
-
0000023662
-
Causal relationship between construction flows and GDP: Evidence from Hong Kong
-
Tse R.Y.C. Ganesan S. Causal relationship between construction flows and GDP: Evidence from Hong Kong Construction Management and Economics 15 1997 371-376
-
(1997)
Construction Management and Economics
, vol.15
, pp. 371-376
-
-
Tse, R.Y.C.1
Ganesan, S.2
-
26
-
-
2242439297
-
Construction and development
-
Turin D. Construction and development Habitat International 3 1 1978 33-45
-
(1978)
Habitat International
, vol.3
, Issue.1
, pp. 33-45
-
-
Turin, D.1
-
27
-
-
0022214306
-
The role of construction in economic growth and development
-
Wells J. The role of construction in economic growth and development Habitat International 9 1 1985 55-70
-
(1985)
Habitat International
, vol.9
, Issue.1
, pp. 55-70
-
-
Wells, J.1
-
28
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit root hypothesis
-
Zivot E. Andrews D.W.K. Further evidence on the great crash, the oil-price shock, and the unit root hypothesis Journal of Business and Economic Statistics 10 1992 251-270
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.W.K.2
|