Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte-Carlo Evidence

By Anindya Banerjee, Juan J. Dolado, David F. Hendry, Gregor W. Smith. 2009

285 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/bd1200e4b0db354368f8a896c5d5a512c3ff9626

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Md. Mahmudul Alam
2. A. Noman
3. M. W. Murad
4. Ilhan Ozturk
5. Muhammad Shahbaz
6. Anis Omri
7. Mantu Kumar Mahalik
8. Mahamat Hamit-haggar

Citations in the corpus

• ADL tests for threshold cointegration (2010, unknown): “Ericsson and Mackinnon (2002) refer to this type of cointegration test as an ADL test, which was initially introduced by Banerjee et al. (1986), Banerjee et al. (1998, BDM) and Boswijk (1994, BO).”
• Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016, background): “This procedure is subject to generating a substantial bias owing to the omission of dynamics and undermining the performance of the estimator Banerjee et al. (1986).”