In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic … considers the standard asymptotic test versions and the Johansen cointegration test for comparison. -- Bootstrap ; Systems … cointegration tests ; VEC models …

corresponding Gaussian likelihood ratio test for the cointegrating rank. -- Cointegration ; structural break ; vector autoregressive …

cointegration is applied. The empirical results suggest that Thirlwall’s law holds for Turkey. This study also suggests some policy …

prices using time series data for Turkey during 1965-2007. ARDL cointegration analysis yields an income elasticity of calorie …

to cointegration testing procedure is employed to obtain the short-run and long-run elasticities of suicides with respect …

testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …

1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …

cointegration framework at disaggregate level. Our results indicate that suicide is associated with a range of socio …

interrelationships between the variables using the bounds testing to cointegration procedure. The bounds test results indicate that there …

approach to cointegration is employed to compute the long-run elasticities of longevity with respect to the selected economic … expectancy in Turkey on the basis of time series data and cointegration framework. Empirical results suggest that nutrition and …