Switching error-correction models of house prices in the United Kingdom
- 1 October 1997
- journal article
- Published by Elsevier in Economic Modelling
- Vol. 14 (4) , 517-527
- https://doi.org/10.1016/s0264-9993(97)00005-9
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation LagJournal of the American Statistical Association, 1995
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix EstimatorEconometrica, 1992
- Testing weak exogeneity and the order of cointegration in UK money demand dataJournal of Policy Modeling, 1992
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsEconometrica, 1991
- ON ERROR CORRECTION MODELS: SPECIFICATION, INTERPRETATION, ESTIMATIONJournal of Economic Surveys, 1991
- Testing for a Unit Root in a Time Series with a Changing MeanJournal of Business & Economic Statistics, 1990
- Statistical Inference in Instrumental Variables Regression with I(1) ProcessesThe Review of Economic Studies, 1990
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica, 1989
- Time Series Regression with a Unit RootEconometrica, 1987
- A Markov model for switching regressionsJournal of Econometrics, 1973