Cointegration and Error Correction Mechanisms
The Economic JournalPublished 1 January 1989
Svend Hylleberg, Grayham E. Mizon
Citations177
SJR quartileQ1
SJR score5.37
SNIP2.83
Generate an AI Snapshot to get a quick, structured summary of this paper.
Study Snapshot
ObjectiveStudy objective
MethodsResearch methodology
PopulationPopulation studied
Sample sizeSample sizes
OutcomesStudy outcomes here
ResultsStudy results comes here
LimitationsResearch study limitations comes here
A concise AI-generated summary of the paper will appear here once you click Generate AI Snapshot.
Abstract
Svend Hylleberg, Grayham E. Mizon; Cointegration and Error Correction Mechanisms, The Economic Journal, Volume 99, Issue 395, 1 April 1989, Pages 113–125, https
Keywords
Economics, Econometrics and Finance
EconometricaCo-Integration and Error Correction: Representation, Estimation, and Testing
31,933 Citations1987Robert F. Engle, C. W. J. Granger
Journal of Economic Dynamics and ControlStatistical analysis of cointegration vectors
16,790 Citations1988Søren Johansen
Journal of EconometricsSpurious regressions in econometrics
6,192 Citations1974Clive W. J. Granger, Paul Newbold
EconometricaInference in Linear Time Series Models with some Unit Roots
2,555 Citations1990Christopher A. Sims, James H. Stock +1 more
Journal of Economic Dynamics and ControlTrends and random walks in macroeconomic time series
2,469 Citations1988Pierre Perrón
Journal of the American Statistical AssociationTesting for Common Trends
1,924 Citations1988James H. Stock, Mark W. Watson
The Economic JournalEconometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
1,623 Citations1978James Davidson, David F. Hendry +2 more
Journal of EconometricsSeasonal integration and cointegration
1,480 Citations1990Svend Hylleberg, Robert F. Engle +2 more
EconometricaAsymptotic Properties of Least Squares Estimators of Cointegrating Vectors
1,478 Citations1987James H. Stock
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England
431 Citations2000David F. Hendry, Grayham E. Mizon
Economics LettersThe direct estimation of the equilibrium response in a linear dynamic model
412 Citations1979Ronald Bewley
It is shown that any linear dynamic model can be written in a form which enables the equilibrium multipliers to be estimated directly, and these estimates are directly equivalent to those derived from the unrestricted reduced form.
European Economic ReviewModeling the demand for narrow money in the United Kingdom and the United States
384 Citations1991David F. Hendry, Neil R. Ericsson
The Economic JournalDynamic Specification, the Long-Run and The Estimation of Transformed Regression Models
319 Citations1988Michael Wickens, Trevor Breusch
RePEc: Research Papers in EconomicsTwo Stage and Related Estimators and Their Applications
257 CitationsAdrian Pagan
EconometricaInferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale
174 Citations1977Grayham E. Mizon
RePEc: Research Papers in EconomicsA Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
54 Citations1989James H. Stock, Mark W. Watson
RePEc: Research Papers in EconomicsHypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland
39 Citations1988Søren Johansen, Katarina Jusélius
Econometric TheoryLeast Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions
13 Citations1987Donald W. K. Andrews
