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Volumn 7, Issue 2, 2012, Pages 203-222

Testing for unit roots and cointegration in spatial cross-section data;Essais de racines unité et co-intégration dans des données transversales spatiales

Author keywords

spatial cointegration; spatial impulse responses; Spatial unit roots

Indexed keywords


EID: 84860322620     PISSN: 17421772     EISSN: 17421780     Source Type: Journal    
DOI: 10.1080/17421772.2012.669491     Document Type: Article
Times cited : (10)

References (13)
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    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 3
    • 0033066430 scopus 로고    scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.