ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R

Keyphrases

• Earnings Equations 100%
• Cointegration 100%
• Autoregressive Distributed Lag Bounds Test 100%
• Union Power 66%
• Modeling Approach 33%
• Wages 33%
• Unemployment 33%
• Long-run Effects 33%
• New Dataset 33%
• Bounds Test 33%
• Autoregressive Distributed Lag Model 33%
• Applied Econometrics 33%
• Autoregressive Distributed Lag Modeling 33%
• R Language 33%
• Tax Wedge 33%
• Narrow Sense 33%
• Augmented Data 33%
• Source Language 33%

Economics, Econometrics and Finance

• Profit 100%
• Econometrics 33%
• Taxation 33%