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Table 10: Estimates of the Cointegrating Vector for ( s t+1 , f t ) N
"... In PAGE 16: ... The dynamic OLS/GLS estimator of Stock and Watson (1993), however, should work well since it is designed to pick-up feedback effects through the inclusion of leads and lags of )f t in the levels regression (3). The results of Table10 show that this is indeed the case for the pound, yen and Canadian dollar. For all series, the OLS estimates of $f are downward biased but the Stock-Watson DOLS and DGLS estimates are nearly one.... ..."
Table 6: Joint identification of determinants of capital flows and country risk Capital flows Country
2002
Cited by 1
TABLE 2.2 TESTING FOR THE NUMBER OF COINTEGRATING VECTORS (r) ASSUMING UNRESTRICTED INTERCEPTS AND NO TRENDS
Table A5: The maintained cointegrating vector concerning the interbank lend- ing variable
TABLE 6 Parameter Estimates (Potential Cointegrating Vector): Group 1 Without trend With trend
TABLE 7 Parameter Estimates (Potential Cointegrating Vector): Group 2 Without trend With trend
Table 10 Orthogonal complement of the cointegration space with three cointegrating vectors for the group of Taiwan, Thailand, Japan and U.S. during 1990-98
"... In PAGE 26: ... For the period 1990 to 1998 the same group of countries share three cointegrating vectors and one common trend. The results of the estimated common trend system are reported in Table10 . Panel A indicates that the only common trend shared by the group of countries is dominated equally by the Thai and Japanese stock markets.... ..."
Table 9 Orthogonal complement of the cointegration space with one cointegrating vector for the group of Taiwan, Thailand, Japan and U.S. during 1980-89
Table 3 Reduced Form of the Cointegration Vectors. Vector 1 EN = 0:8619 #280:1003#29 OM
"... In PAGE 6: ... Other manufac- turing also comprises mainly of provider industries (in the spirit of Long and Plosser, 1983) which feed into the user industries of the other sectors. The resulting equations in Table3 show the share of each sector to that of OM and a linear trend. Table 3 here.... In PAGE 6: ... The resulting equations in Table 3 show the share of each sector to that of OM and a linear trend. Table3 here. The vectors in Table 3 can be interpreted as the relative shares of the sectors to OM corrected for a deterministic trend.... In PAGE 6: ... Table 3 here. The vectors in Table3 can be interpreted as the relative shares of the sectors to OM corrected for a deterministic trend. Engineering (EN) and basic metals (BM) go in line with OM, with BM also af- fected by a declining trend.... ..."
Table 2. EL95 Estimation of Cointegrating Vectors: Jan. 1975 to Dec. 1989 (Heteroskedasticity and Serial-Correlation Robust Results)
"... In PAGE 10: ... Evidence from Tests of the Value of the Cointegrating Vector 3.1 Reproduction Table2 shows the results of our attempt to reproduce the results reported in EL95. The first three lines show the estimates of in the OLS regression.... In PAGE 13: ...e., those reported in Table2 ). The results are shown in Table 3 in the rows labeled data based critical values.... ..."
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