CO-INTEGRATION AND ERROR CORRECTION: REPRESENTATION, ESTIMATION, AND TESTING

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ENGELE R.F.; GRANGER C.W.J.

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Journal Paper

Paper Information

Journal: ECONOMETRICA Year:1987 | Volume:55 | Issue:2 Page(s): 251-276

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Information Journal Paper

Title

CO-INTEGRATION AND ERROR CORRECTION: REPRESENTATION, ESTIMATION, AND TESTING

Author(s)

ENGELE R.F. | GRANGER C.W.J. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

INVESTIGATING THE RELATIONSHIP BETWEEN ENERGY CONSUMPTION AND GROWTH OF ECONOMIC SUBSECTORS IN IRAN (1967-2007): VECTOR ERROR CORRECTION MODEL APPROACH
EFFECTS OF MILITARY COSTS ON ELIMINATING FOREIGN DEBTS IN DEVELOPING COUNTRIES
AN EMPIRICAL EXAMINATION OF STABILITY, PREDICTABILITY AND VOLATILITY FOR CAPITAL MARKETS IN PERSIAN GULF RIM
INVESTIGATION ON THE GRANGER CAUSALITY BETWEEN HUMAN CAPITAL AND ECONOMIC GROWTH IN IRAN
A STUDY OF THE RELATIONSHIP BETWEEN GOVERNMENT BUDGET DEFICIT AND CURRENT ACCOUNT: THE CASE OF IRAN 1342-1385
EVALUATION OF ASYMMETRIC CO-INTEGRATION OF REAL EXCHANGE RATE AND TRADE BALANCE IN IRAN (TAR AND M-TAR MODEL)
DOES MINIMUM WAGE CAUSE INFLATION?
A SURVEY ON THE PRICE CHANGES OF CHICKEN MEAT IN TEHRAN PROVINCE, THROUGH APPLICATION OF ARDL MODELLING
STUDY THE EFFECT OF MEAT MARKET LIBERALIZATION ON RURAL WELFARE IN IRAN
A SURVEY OF IMPACTS OF HIGHER EDUCATION IN ECONOMIC GROWTH: AN EMPIRICAL STUDY OF IRAN
THE STUDY OF EFFECTIVE FACROTS ON IRANIAN AGGREGATE IMPORT DEMAND UNDER A FOREIGN EXCHANGE CONSTRAINT
THE RELATIONSHIP BETWEEN SECTORAL ENERGY CONSUMPTION AND ECONOMIC GROWTH IN IRAN: INVESTIGATING CAUSAL RELATIONSHIP BASED ON THE TODA AND YAMAMOTO APPROACH
THE EFFECT OF ECONOMIC POLICIES ON AGRICULTURAL AND INDUSTRIAL EXPORTS OF IRAN

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APA: Copy

ENGELE, R.F., & GRANGER, C.W.J.. (1987). CO-INTEGRATION AND ERROR CORRECTION: REPRESENTATION, ESTIMATION, AND TESTING . ECONOMETRICA, 55(2), 251-276. SID. https://sid.ir/paper/553823/en

Vancouver: Copy

ENGELE R.F., GRANGER C.W.J.. CO-INTEGRATION AND ERROR CORRECTION: REPRESENTATION, ESTIMATION, AND TESTING . ECONOMETRICA[Internet]. 1987;55(2):251-276. Available from: https://sid.ir/paper/553823/en

IEEE: Copy

R.F. ENGELE, and C.W.J. GRANGER, “CO-INTEGRATION AND ERROR CORRECTION: REPRESENTATION, ESTIMATION, AND TESTING ,” ECONOMETRICA, vol. 55, no. 2, pp. 251–276, 1987, [Online]. Available: https://sid.ir/paper/553823/en

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