I(0) in, integration and cointegration out: Time series properties of endogenous growth models
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Publication:1808552
DOI10.1016/S0304-4076(98)00096-7zbMATH Open0945.62124MaRDI QIDQ1808552FDOQ1808552
Authors: Sau-Him Paul Lau 
Publication date: 10 May 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)
Cites Work
- Title not available (Why is that?)
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Statistical analysis of cointegration vectors
- Testing for Common Trends
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Time series analysis and simultaneous equation econometric models
- Interpreting tests of the convergence hypothesis
- Time Series Tests of Endogenous Growth Models
- THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS
- Optimum Technical Change in An Aggregative Model of Economic Growth
- Public investment in infrastructure in a simple growth model
- Using stochastic growth models to understand unit roots and breaking trends
Cited In (4)
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