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Estimating Euler equations with integrated series

Dolado, Juan J.; Galbraith, John W.; Banerjee, Anindya - 1990

Persistent link: https://www.econbiz.de/10000842054

On the power of cointegration tests : dimension invariance vs. common factors

Banerjee, Anindya; Dolado, Juan J.; Mestre, Ricardo - 1995 - rev.

Persistent link: https://www.econbiz.de/10000561596

Estimating intertemporal quadratic adjustment cost models with integrated series

Dolado, Juan J. - In: International economic review 32 (1991) 4, pp. 919-936

Persistent link: https://www.econbiz.de/10001114733

Tests of the life cycle-permanent income hypothesis in the presence of random walks : asymptotic theory and small-sample interpretations

Banerjee, Anindya - In: Oxford economic papers 40 (1988) 4, pp. 610-633

Persistent link: https://www.econbiz.de/10001070479

Rejections of orthogonality in rational expectations models : further Monte Carlo results for an extended set of regressors

Galbraith, John W. - In: Economics letters 3 (1987), pp. 243-247

Persistent link: https://www.econbiz.de/10001038836

Do we reject rational expectations models too often? : interpreting evidence using Nagar expansions

Banerjee, Anindya - In: Economics letters 1 (1987), pp. 27-32

Persistent link: https://www.econbiz.de/10001032508

Orthogonality test with de-trended data : interpreting Monte-Carlo results using Nagar expansions

Banerjee, Anindya - In: Economics letters 32 (1990) 1, pp. 19-24

Persistent link: https://www.econbiz.de/10001080487

Dynamic specification and linear transformations of the autoregressive-distributed lag model

Banerjee, Anindya - In: Oxford bulletin of economics and statistics 52 (1990) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001081616

Co-integration, error correction, and the econometric analysis of non-stationary data

Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - 1996 - Reprinted

Persistent link: https://www.econbiz.de/10000592333

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - Oxford University Press

This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such...

Persistent link: https://www.econbiz.de/10008923981