-
2
-
-
0000013567
-
Cointegration and error correction: Representation, estimation and testing
-
Engle, R. F. and Granger, C. W. J. 1987. Cointegration and error correction: representation, estimation and testing. Econometrica, 55: 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
3
-
-
0033066430
-
Spurious spatial regression: Some Monte Carlo results with spatial unit roots and spatial cointegration
-
Fingleton, B. 1999. Spurious spatial regression: some Monte Carlo results with spatial unit roots and spatial cointegration. Journal of Regional Science, 39: 1-19.
-
(1999)
Journal of Regional Science
, vol.39
, pp. 1-19
-
-
Fingleton, B.1
-
6
-
-
33751087182
-
A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration
-
Lauridsen, J. and Kosfeld, R. 2006. A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration. Papers in Regional Science, 85: 363-377.
-
(2006)
Papers in Regional Science
, vol.85
, pp. 363-377
-
-
Lauridsen, J.1
Kosfeld, R.2
-
8
-
-
0141749318
-
Unit roots and deterministic trends in spatial econometric models
-
Mur, J. and Trivez, F. J. 2003. Unit roots and deterministic trends in spatial econometric models. International Regional Science Review, 26: 289-312.
-
(2003)
International Regional Science Review
, vol.26
, pp. 289-312
-
-
Mur, J.1
Trivez, F.J.2
-
10
-
-
84974450849
-
A residual-based test of the null of cointegration against the alternative of no cointegration
-
Shin, Y. 1994. A residual-based test of the null of cointegration against the alternative of no cointegration. Econometric Theory, 10: 91-115.
-
(1994)
Econometric Theory
, vol.10
, pp. 91-115
-
-
Shin, Y.1
-
11
-
-
0000769775
-
Asymptotic properties of least squares estimates of cointegrating vectors
-
Stock, J. 1987. Asymptotic properties of least squares estimates of cointegrating vectors. Econometrica, 55: 1035-1056.
-
(1987)
Econometrica
, vol.55
, pp. 1035-1056
-
-
Stock, J.1
-
13
-
-
0002515465
-
Why do we sometimes get nonsense correlations between time series? A study in sampling and the nature of time series (with discussion)
-
Yule, G. U. 1926. Why do we sometimes get nonsense correlations between time series? A study in sampling and the nature of time series (with discussion). Journal of the Royal Statistical Society, 89: 1-64.
-
(1926)
Journal of the Royal Statistical Society
, vol.89
, pp. 1-64
-
-
Yule, G.U.1
|