articleTop 1% cited
Statistical inference in vector autoregressions with possibly integrated processes
Journal of Econometrics · 1995 · Vol. 66(1-2) · pp. 225–250
Hiro Y. Toda✉(University of Tsukuba)Taku Yamamoto(Hitotsubashi University)
Monetary Policy and Economic ImpactItaly: Economic History and Contemporary IssuesMarket Dynamics and VolatilityMathematicsLagApplied mathematicsInferenceNonlinear systemAsymptotic analysisEconometricsStatistical inferenceStatisticsComputer science
Funding
- Ministry of Education, Culture, Sports, Science and Technology
Citations
5,838
FWCI
35.02
field-weighted impact
References
24
Percentile
100%
vs. same field & year
Citations per year
Cited by
Energy consumption and GDP in developing countries: A cointegrated panel analysis
Energy Economics · 2005 · 861 citations
Energy consumption, economic growth, and carbon emissions: Challenges faced by an EU candidate member
Ecological Economics · 2007 · 1,007 citations
Panel estimation for CO2 emissions, energy consumption, economic growth, trade openness and urbanization of newly industrialized countries
Energy Policy · 2011 · 898 citations
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
Energy Economics · 2010 · 576 citations
Carbon dioxide emissions, energy consumption, economic growth, and foreign direct investment: Causality analysis for Sub-Saharan Africa
Energy · 2014 · 537 citations
The impact of financial development on carbon emissions: An empirical analysis in China
Energy Policy · 2011 · 1,071 citations
Electricity consumption and economic growth: a time series experience for 17 African countries
Energy Policy · 2004 · 678 citations
CO2 emissions, energy consumption and economic growth in BRIC countries
Energy Policy · 2010 · 877 citations
References
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Journal of the American Statistical Association · 1979 · 22,774 citations
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Econometrica · 1991 · 11,053 citations
Introduction to Statistical Time Series
Technometrics · 1978 · 4,319 citations
Inference in Linear Time Series Models with some Unit Roots
Econometrica · 1990 · 2,564 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
Time Series Regression with a Unit Root
Econometrica · 1987 · 2,870 citations
The Statistical Analysis of Time Series.
Biometrics · 1995 · 2,044 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.