Concepedia

Environmental Kuznets Curve in Thailand: Cointegration and Causality Analysis

Mohamed El Hédi Arouri, Muhammad Shahbaz, Rattapon Onchang, Faridul Islam, Frédèric Teulon

2014 · 41 citations · 42 references

Concepts

Abstract

IPAG working papers are circulated for discussion and comments only. They have not been peer-reviewed and may not be reproduced without permission of the authors.

References

42

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

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

, , +8

Bounds testing approaches to the analysis of level relationships

M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith · Journal of Applied Econometrics · 2001 · 19.6K citations

, , +13

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · Journal of Business and Economic Statistics · 2002 · 5.8K citations

, , +16

LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

Serena Ng, Pierre Perrón · Econometrica · 2001 · 4K citations

, , +14