References
- Banerjee , A. , Dolado , J. , Galbraith , J. W. and Hendry , D. F. 1993 . Cointegration, Error-Correction, and the Econometric Analysis of Non-Stationary Data: Advanced Texts in Econometrics , Oxford : Oxford University Press .
- Borjas , G. J. and Ramey , V. A. 1994 . Time-series evidence on the sources of trends in wage inequality . American Economic Review (Proc.) , 84 : 10 – 16 .
- Brown , W. 1993 . The contraction of collective bargaining in Britain . British Journal of Industrial Relations , 31 : 180 – 200 .
- Engle , R. F. and Granger , C. 1987 . Co-integration and error correction representation, estimation and testing . Econometrica , 66 : 251 – 276 .
- Gregg , P. A. and Machin , P. 1993 . Is the UK rise in inequality different? , Discussion Paper no 45 National Institute of Economic and Social Research .
- Hendry , D. F. , Pagan , A. R. and Sagan , J. D. 1984 . “ Dynamic specification ” . In Handbook of Econometrics , Edited by: Griliches , Z. and Intriligator , M. D. Amsterdam : North Holland .
- Johansen , S. 1988 . Statistical analysis of co-integrating vectors . Journal of Economic Dynamics and Control , 12 : 231 – 254 .
- Kwiatkowski , D. , Phillips , P. C. B. , Schmidt , P. and Shin , Y. 1992 . Testing the null hypothesis of stationarity against the alternative of a unit root . Journal of Econometrics , 54 : 159 – 178 .
- Leslie , D. G. and Pu , Y. 1994 . What caused rising earnings inequality in Britain? evidence from time series 1970–93 mimeo
- Mackinnon , J. G. 1991 . “ Critical values for co-integration tests ” . In Long Run Economic Relationships , Edited by: Engle , R. F. and Granger , C. W. J. 267 – 276 . Oxford : Oxford University Press .
- Phillips , P. C. B. and Ouliaris , S. 1990 . Asymptotic properties of residual based tests of cointegration . Econometrica , 58 : 165 – 193 .
- Phillips , P. C. B. and Perron , P. 1988 . Testing for unit roots in time series regression . Biometrika , 75 : 335 – 346 .