Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86

DOI10.1080/02664769822963zbMATH Open0935.62131OpenAlexW2008502213MaRDI QIDQ4266321FDOQ4266321

Anita Ghatak

Publication date: 8 May 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769822963

zbMATH Keywords

cointegration

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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