Research graph
References from A multivariate cointegration analysis of the role of energy in the US macroeconomy. Local targets link to admitted publications; unresolved targets remain external evidence.
New evidence on the causal relationship between United States energy consumption and gross national product
1991 · External reference
Information theory and an extension of the maximum likelihood principal
1973 · External reference
On the relationship between energy and GNP: a reexamination
1980 · External reference
Unresolved reference
External reference
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
Testing for the effects of oil prices rises using vector autoregressions
10.2307/2526209 · 1984 · External reference
Unresolved reference
External reference
Unresolved reference
1985 · External reference
Distribution of the estimators for autoregressive time series with a unit root
10.2307/2286348 · 1979 · External reference
Likelihood ratio statistics for autoregressive processes
10.2307/1912517 · 1981 · External reference
Cointegration and unit roots
10.1111/j.1467-6419.1990.tb00088.x · 1990 · External reference
Unresolved reference
1995 · External reference
Cointegration and error-correction: representation, estimation, and testing
10.2307/1913236 · 1987 · External reference
On the causal relationship between energy and income for industrialized countries
1987 · External reference
Investigating causal relations by econometric models and cross-spectral methods
10.2307/1912791 · 1969 · External reference
Unresolved reference
1986 · External reference
Oil and the macroeconomy since World War II
10.1086/261140 · 1983 · External reference
Unresolved reference
1994 · External reference
Unresolved reference
1995 · External reference
Statistical analysis of cointegration vectors
10.1016/0165-1889(88)90041-3 · 1988 · External reference
Maximum likelihood estimation and inference on cointegration with application to the demand for money
10.1111/j.1468-0084.1990.mp52002003.x · 1990 · External reference
The role of energy in productivity growth
10.5547/issn0195-6574-ej-vol5-no3-2 · 1984 · External reference
The relation between marginal product and price in US energy markets: implications for climate change policy
10.1016/0140-9883(94)90009-4 · 1994 · External reference
On the relationship between energy and GNP
1978 · External reference
Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root
10.1016/0304-4076(92)90104-y · 1992 · External reference
Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques
10.1016/0140-9883(96)00009-6 · 1996 · External reference
Energy, capital and technological change in the United States
10.1016/0165-0572(92)90003-y · 1992 · External reference
A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix
10.2307/1913610 · 1987 · External reference
The spurious effects of unit roots on vector autoregressions: a Monte Carlo study
10.1016/0304-4076(88)90058-9 · 1988 · External reference
10.2307/2534256
10.2307/2534256 · External reference
Testing for a unit root in time series regression
10.1093/biomet/75.2.335 · 1988 · External reference
LM tests for a unit root in the presence of deterministic trends
10.1111/j.1468-0084.1992.tb00002.x · 1992 · External reference
Money, income and causality
1972 · External reference
Resources and economic growth
1978 · External reference
Energy use and economic growth in the USA, a multivariate approach
10.1016/0140-9883(93)90033-n · 1993 · External reference
The spurious effect of unit roots on vector autoregressions: an analytical study
10.1016/0304-4076(93)90024-y · 1993 · External reference
Unresolved reference
External reference
Unresolved reference
External reference
The causal relationship between energy and GNP: An international comparison
1985 · External reference
The relationship between energy and GNP: further results
10.1016/0140-9883(84)90015-x · 1984 · External reference
Cointegration tests of energy consumption, income, and employment
10.1016/0165-0572(92)90010-e · 1992 · External reference
