Pakistan Development Review, Volume 46, Issue 4, Parts 1-2Pakistan Institute of Development Economics, 2007 - Economic policy |
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Page 492
... Cointegration 8.41 Cointegration 4.54 Cointegration Note : The number of lags is selected on the basis of Akaike Information Criterion ( AIC ) . The critical values are given by Pesaran , et al . ( 2001 ) . a = no constant ...
... Cointegration 8.41 Cointegration 4.54 Cointegration Note : The number of lags is selected on the basis of Akaike Information Criterion ( AIC ) . The critical values are given by Pesaran , et al . ( 2001 ) . a = no constant ...
Page 649
The cointegration and error - correction modelling techniques are now well - know and widely used in applied econometrics . The cointegration technique pioneered by Granger ( 1886 ) , and Engle and Granger ( 1987 ) allows long - run ...
The cointegration and error - correction modelling techniques are now well - know and widely used in applied econometrics . The cointegration technique pioneered by Granger ( 1886 ) , and Engle and Granger ( 1987 ) allows long - run ...
Page 650
... cointegration ( r = 0 ) among the variables , the trace statistic is 120.2 exceeds the 99 per cent critical value of the λtrace statistic ( critical value is 96.6 ) , it is possible to reject the null hypothesis ( r = 0 ) of no ...
... cointegration ( r = 0 ) among the variables , the trace statistic is 120.2 exceeds the 99 per cent critical value of the λtrace statistic ( critical value is 96.6 ) , it is possible to reject the null hypothesis ( r = 0 ) of no ...
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agriculture analysis average Balochistan behaviour biogas canal capital causality climate change coefficient cointegration corruption cost crop demand developing countries distribution domestic Ecofeminism economic growth effect efficiency energy consumption environment environmental Equation estimated exchange market pressure exchange rate exports external F-statistic farm farmers finance firms fiscal foreign forest function gender globalisation Granger causality groundwater households impact important improved income increase indicates Indus River industry inequality inflation input institutions International investment IPOs irrigation Islamabad issue Journal Khan labour Lahore land long run market integration million natural resources negative NWFP output Pakistan Development Review paper percent pollution population poverty production Punjab Quantile reduce regression relationship rent seeking Research resource curse resource rents rural significant Sindh Statistics strategy sukuk sustainable Table technique trade transport tubewells unemployment unit root urban variables wage World Bank