81
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Dealing with an error correction model when trade balances are trend-stationary

References

  • Akaike, H. (1974) A new look at the statistical model identification, IEEE Transactions on Automatic Control, 19, 716–23. doi:10.1109/TAC.1974.1100705
  • Choi, I. (1992) Durbin-Hausman tests for a unit root, Oxford Bulletin of Economics and Statistics, 54, 289–304. doi:10.1111/j.1468-0084.1992.tb00003.x
  • Dickey, D. A. and Fuller, W. A. (1979) Distribution of the estimators for time series with a unit root, Journal of American Statistical Association, 74, 427–31.
  • Dickey, D. A. and Fuller, W. A. (1981) Likelihood ratio statistics for time series with a unit root, Econometrica, 50, 1057–72.
  • Enders, W. (2010) Applied Econometric Time Series 3e, Wiley, Danvers, MA, pp. 181–271.
  • Goldstein, M. and Khan, M. S. (1985) Income and price effects in foreign trade, in Handbook of International Economics, Jones, R. W. and Kenen, P. B. (Eds), Amsterdam, North Holland, pp. 1041–05. doi:10.1016/S1573-4404(85)02011-1
  • Johansen, S. (1988) Statistical analysis of cointegration vectors, Journal of Economic Dynamics and Control, 12, 231–54. doi:10.1016/0165-1889(88)90041-3
  • Phillips, P. and Perron, P. (1988) Testing for a unit root in time series regression, Biometrica, 75, 333–46.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.