An Essay on Cointegration and Error Correction Models

This publication has 15 references indexed in Scilit:

• Comparing Dynamic Specifications: The Case of Presidential Approval
  Political Analysis, 1991
• Value Change in Industrial Societies
  American Political Science Review, 1987
• Co-Integration and Error Correction: Representation, Estimation, and Testing
  Econometrica, 1987
• DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
  Oxford Bulletin of Economics and Statistics, 1986
• A Quality‐of‐Life Theory Derived from Maslow's Developmental Perspective
  The American Journal of Economics and Sociology, 1986
• Granger Causality and the Times Series Analysis of Political Relationships
  American Journal of Political Science, 1983
• Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
  The Economic Journal, 1978
• TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*
  Australian Economic Papers, 1978
• Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
  Econometrica, 1978
• Spurious regressions in econometrics
  Journal of Econometrics, 1974