A necessary and sufficient condition for weak exogeneity in vector error correction models
Year of publication: |
2004
|
---|---|
Authors: | Rault, Christophe |
Published in: |
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]. - Cheltenham [u.a.] : Elgar, ISBN 1-84376-617-5. - 2004, p. 92-111
|
Subject: | Kointegration | Cointegration | Theorie | Theory |
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