COINTEGRATION AND ERROR CORRECTION MECHANISMS

被引:46
作者
HYLLEBERG, S [1 ]
MIZON, GE [1 ]
机构
[1] UNIV SOUTHAMPTON,SOUTHAMPTON SO9 5NH,HANTS,ENGLAND
关键词
D O I
10.2307/2234074
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:113 / 125
页数:13
相关论文
共 29 条
[1]  
Andrews, 1987, ECONOMET THEOR, V3, P98
[2]  
BEWLEY RA, 1979, EC LETT, V3
[3]  
BOX GEP, 1970, TIME SERIES ANAL FOR
[4]   ECONOMETRIC MODELING OF THE AGGREGATE TIME-SERIES RELATIONSHIP BETWEEN CONSUMERS EXPENDITURE AND INCOME IN THE UNITED-KINGDOM [J].
DAVIDSON, JEH ;
HENDRY, DF ;
SRBA, F ;
YEO, S .
ECONOMIC JOURNAL, 1978, 88 (352) :661-692
[5]  
DAVIDSON JEH, 1986, LSE86144 DISC PAP
[6]   EXOGENEITY [J].
ENGLE, RF ;
HENDRY, DF ;
RICHARD, JF .
ECONOMETRICA, 1983, 51 (02) :277-304
[7]   COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J].
ENGLE, RF ;
GRANGER, CWJ .
ECONOMETRICA, 1987, 55 (02) :251-276
[8]  
ENGLE RF, 1987, UCSD DISCUSSION PAPE
[9]  
GOURIEROUX C, 1987, INSEE8708 DOC TRAV
[10]  
Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]