THE POWER OF COINTEGRATION TESTS

被引:573
作者
KREMERS, JJM
ERICSSON, NR
DOLADO, JJ
机构
[1] ERASMUS UNIV,3000 DR ROTTERDAM,NETHERLANDS
[2] FED RESERVE BOARD,DIV INT FINANCE,WASHINGTON,DC
[3] BANK SPAIN,RES DEPT,MADRID,SPAIN
关键词
D O I
10.1111/j.1468-0084.1992.tb00005.x
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:325 / 348
页数:24
相关论文
共 49 条
[11]  
Ericsson NR, 1991, 406 BOARD GOV FED RE
[12]  
ERICSSON NR, IN PRESS REV ECONOME
[13]  
FULLER WA, 1976, INTRO STATISTICAL TI
[14]  
GRANGER CWJ, 1983, APPLIED TIME SERIES
[15]   SERIAL-CORRELATION AS A CONVENIENT SIMPLIFICATION, NOT A NUISANCE - COMMENT ON A STUDY OF DEMAND FOR MONEY BY BANK OF ENGLAND [J].
HENDRY, DF ;
MIZON, GE .
ECONOMIC JOURNAL, 1978, 88 (351) :549-563
[16]   MODELING THE DEMAND FOR NARROW MONEY IN THE UNITED-KINGDOM AND THE UNITED-STATES [J].
HENDRY, DF ;
ERICSSON, NR .
EUROPEAN ECONOMIC REVIEW, 1991, 35 (04) :833-881
[17]  
HENDRY DF, 1991, AM ECON REV, V81, P8
[18]   ON THE FORMULATION OF EMPIRICAL-MODELS IN DYNAMIC ECONOMETRICS [J].
HENDRY, DF ;
RICHARD, JF .
JOURNAL OF ECONOMETRICS, 1982, 20 (01) :3-33
[19]  
HENDRY DF, 1990, CENTURY EC 100 YEARS, pCH13
[20]  
HENDRY DF, 1989, PC GIVE INTERACTIVE