Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy
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Cites work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Are output fluctuations transitory?
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Spectral based testing of the martingale hypothesis
- Statistical analysis of cointegration vectors
- Testing for a unit root in time series regression
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Time Series Regression with a Unit Root
- Trends and random walks in macroeconomic time series
- Two Stage and Related Estimators and Their Applications
Cited in
(6)- Impulse response analysis in nonlinear multivariate models
- Long-run effects of price promotions in scanner markets
- Encompassing univariate models in multivariate time series. A case study
- Cointegration and speed of convergence to equilibrium
- World, country, and sector factors in international business cycles
- Linear aggregation in cointegrated systems
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