\(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models

DOI10.1016/S0304-4076(98)00096-7zbMath0945.62124MaRDI QIDQ1808552

Sau-Him Paul Lau

Publication date: 10 May 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

cointegrationunit rootstochastic endogenous growth models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (3)

Using stochastic growth models to understand unit roots and breaking trends ⋮ TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” ⋮ Growth volatility and technical progress: a simple rent-seeking model

Cites Work

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• Statistical analysis of cointegration vectors
• Using stochastic growth models to understand unit roots and breaking trends
• Time series analysis and simultaneous equation econometric models
• Interpreting tests of the convergence hypothesis
• THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS
• Testing for Common Trends
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Time Series Tests of Endogenous Growth Models
• Optimum Technical Change in An Aggregative Model of Economic Growth
• Public investment in infrastructure in a simple growth model
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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