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This collection includes:

  • Shaikh, A. (2006, January 25). ARIMA as a restricted ADL. Handwritten notes. Unpublished manuscript.

  • Shaikh, A. (n.d.). Handwritten notes on serial correlations and restrictions on coefficients, citing Patterson (2000). Unpublished manuscript.

  • Shaikh, A. (2006, February 6). Appendix I. Paper outlining the procedure for deriving the long-run relation between output and capital stock, with handwritten annotations. Unpublished manuscript.

  • Shaikh, A. (n.d.). Handwritten notes on oil shocks, unknown break points, and dummy variables. Unpublished manuscript.

  • Sawyer, M. (2005, January 12). Letter regarding Measuring capacity utilisation in OECD countries: A cointegration method by Shaikh and J. Moudud. International Review of Applied Economics. Unpublished correspondence.

  • Shaikh, A., & Moudud, J. (n.d.). Two referee reports on the paper Measuring capacity utilisation in OECD countries: A cointegration method. Unpublished manuscripts.

  • International Review of Applied Economics. (n.d.). Author guidelines. Unpublished document.

  • Shaikh, A. (n.d.). The lag operator. Lecture notes citing Hayashi. Unpublished manuscript.

  • Shaikh, A. (2005, April 8). Graph and handwritten notes on the Hicks-type adjustment path. Unpublished manuscript.

  • Cuthbertson, K., Hall, S. G., & Taylor, M. P. (1992). Applied econometric techniques. Houndmills, UK: Macmillan. Excerpt on dynamic modelling and testing, with handwritten annotations by A. Shaikh.

  • Hendry, D. F. (1995). Dynamic econometrics. Oxford, UK: Oxford University Press. Excerpt on dummy variables and seasonal adjustment, with handwritten annotations by A. Shaikh.

  • Kennedy, P. (1998). A guide to econometrics (4th ed.). Cambridge, MA: MIT Press. Excerpts on dummy variables, robust estimation, and time series econometrics including ARIMA models, error-correction models, unit roots, and cointegration, with handwritten annotations by A. Shaikh.

  • Shaikh, A. (n.d.). Handwritten notes on shocks, dummies, and the ARDL bounds test. Unpublished manuscript.

  • Shaikh, A. (2006, March 15). Handwritten notes outlining empirical models of capacity utilization adjustment. Unpublished manuscript.

  • Patterson, K. (2000). An introduction to applied econometrics: A time series approach (2nd ed.). New York, NY: Palgrave Macmillan. Excerpts on alternative representations of the long-run relationship, including the ADL model, the ECM, and the Bewley transformation, with handwritten notes and additional pages by A. Shaikh on estimation, simulation, concluding remarks, review questions, and MacKinnon’s (1991) critical values for cointegration tests.

  • Pesaran, M. H. (1997). The role of economic theory in modelling the long run. Economic Journal, 107(440), 178–191. Annotated by A. Shaikh.

  • Loayza, N., & Ranciere, R. (2001, April). Financial development, financial fragility, and growth. Paper with handwritten annotations by A. Shaikh. Unpublished manuscript.

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