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Time Series Used for Estimation
Unit Root and Stationarity Tests for Detecting the Order
3 other sections not shown
ADF test aggregate exports assumption autocorrelation Canada Canadian dollars cointegrating vectors cointegration analysis cointegration relationships cointegration space companion matrix demand and supply demand curve deterministic trend disequilibrium domestic producer prices economic effective exchange rate eigenvalues empirical endogenous endogenous variables equilibrium estimated export demand export quantities export volumes foreign currency units foreign industrial production foreign prices foreign producer prices foreign production Germany Goldstein and Khan identifying restrictions impulse dummies increase Johansen and Juselius KPSS test lag length linear combination loading coefficients long-run export LR test national currency units non-stationarity null hypothesis number of cointegrating over-identifying restrictions Pncu potential output price variables producer price index PVECM Qncu residuals respectively returns to scale short-run stationarity stationary structural supply curve supply relationship supply vector test equation test results test statistic three countries trace statistic truncation parameter U.S. dollars unit root unrestricted variance-covariance matrix VECM weak exogeneity world trade intensity zero restriction