Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
Year of publication: |
2013-10-09
|
---|---|
Authors: | Fisher, Lance A ; Huh, Syeon-seung ; Pagan, Adrian |
Institutions: | National Centre for Econometric Research (NCER) |
Subject: | Mixed models | transitory shocks | mixed shocks | long-run restrictions | sign restrictions | instrumental variables |
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