Testing for Fractional Cointegration: The Relationship between Government Popularity and Economic Performance in the UK
Author:
Publisher
Springer-Verlag
Link
http://link.springer.com/content/pdf/10.1007/3-540-28556-3_8.pdf
Reference33 articles.
1. Baillie R T (1996) Long memory processes and fractional integration in econometrics. Journal of Econometrics 73: 5–59
2. Beran R (1988) Prepivoting test statistics: a bootstrap view of asymptotic refinements. Journal of the American Statistical Association 83: 687–697
3. Box GEP, Pierce DA (1970) The distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Journal of the American Statistical Association 65: 1509–26
4. Box-Steffensmeier JM, Smith RM (1996) The Dynamics of Aggregate Partisanship. American Political Science Review 90: 567–580
5. Breitung J, Hassler U (2002) Inference on the cointegration rank in fractionally integrated processes. Journal of Econometrics 110: 167.185.
Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. The popularity function: a spurious regression? The case of Austria;International Tax and Public Finance;2023-10-17
2. The effect of economic policy uncertainty under fractional integration;Portuguese Economic Journal;2023-01-07
3. The persistence of economic sentiment: a trip down memory lane;Journal of Economic Interaction and Coordination;2022-09-27
4. Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR;Economic Change and Restructuring;2022-01-24
5. The Effect of Economic Policy Uncertainty Under Fractional Integration;SSRN Electronic Journal;2020
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3