Some analysis of the long-run time series properties of consumption and income in the U.K

DOI10.1016/0165-1765(92)90286-8zbMath0769.90025OpenAlexW1964351783MaRDI QIDQ1206351

David A. Peel

Publication date: 1 April 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90286-8

zbMATH Keywords

cointegrationconsumptionincomenonlinear error correctionlong-run time series behaviour

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Statistical Inference in Instrumental Variables Regression with I(1) Processes
• An introduction to bispectral analysis and bilinear time series models
• Trends and random walks in macroeconomic time series
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Unnamed Item

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