Concepedia

Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market

Gen‐Fu Feng, Quan‐Jing Wang, Yin Chu, Jun Wen, Chun‐Ping Chang

Energy Economics · 2019 · 61 citations · 47 references

DOI

Concepts

References

47

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text

, , +12

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

, , +13

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

, , +6

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen · Econometrica · 1991 · 11.2K citations

, , +14

General Diagnostic Tests for Cross Section Dependence in Panels

M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 8.2K citations · Full text

, , +16