References
- Anderson , G. J. and Blundell , R. W. 1983 . Testing restrictions in a flexible dynamic demand system: an application to consumers' expenditure in Canada . Review of Economic Studies , 50 : 397 – 410 .
- Anderson , G. J. and Blundell , R. W. 1984 . Consumer non-durables in the U.K.: a dynamic demand system . Economic Journal , 94 : 35 – 44 . suppl
- Andrews , D. W. K. 1991 . Heteroskedasticity and autocorrelation consistent covariance matrix estimation . Econometrica , 59 : 817 – 858 .
- Barten , A. P. 1969 . Maximum likelihood estimation of a complete system of demand equations . European Economic Review , 1 : 7 – 73 .
- Chambers , M. J. 1990 . Forecasting with demand systems: a comparative study . Journal of Econometrics , 44 : 363 – 376 .
- Chambers , M. J. 1992 . Estimation of a continuous time dynamic demand system . Journal of Applied Econometrics , 7 : 53 – 64 .
- Deaton , A. S. and Muellbauer , J. 1980 . An almost ideal demand system . American Economic Review , 70 : 312 – 326 .
- Engle , R. F. and Granger , C. W. J. 1987 . Cointegration and error correction: representation, estimation, and testing . Econometrica , 55 : 251 – 276 .
- Fuller , W. A. 1976 . Introduction to Statistical Time Series , New York : Wiley .
- Klevmarken , N. A. 1979 . A comparative study of complete systems of demand functions . Journal of Econometrics , 9 : 165 – 191 .
- Lynde , C. and Richmond , J. 1991 . Public capital and long-runcosts in U.K. manufacturing , University of Essex . Discussion Paper No. 391
- Newey , W. K. and West , K. D. 1987 . A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix . Econometrica , 55 : 703 – 708 .
- Park , J. Y. and Phillips , P. C. B. 1988 . Statistical inference in regressions with integrated processes . Econometric Theory , 4 : 468 – 497 . Part 1
- Phillips , P. C. B. and Hansen , B. E. 1990 . Statistical inference in instrumental variables regression with I(1) processes . Review of Economic Studies , 57 : 99 – 125 .
- Phillips , P. C. B. and Loretan , M. 1991 . Estimating long-run economic equilibria . Review of Economic Studies , 58 : 407 – 436 .
- Wallis , K. F. 1974 . Seasonal adjustment and relations between variables . Journal of the American Statistical Association , 69 : 18 – 31 .