Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models
Year of publication: |
2001
|
---|---|
Authors: | Hsiao, Cheng |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 5, p. 889-912
|
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Theorie | Theory |
-
The study on the relationship between agricultural product price fluctuation and inflation
Gou, Guohua, (2018)
-
Guillén, Osmani Teixeira de Carvalho, (2013)
-
Guillén, Osmani Teixeira de Carvalho, (2014)
- More ...
-
Heterogeneity in panel data and in nonparametric analysis in honor of Professor Cheng Hsiao
Hsiao, Cheng, (2015)
-
Essays in honor of Cheng Hsiao
Li, Tong, (2020)
-
Campos, Nauro F., (2006)
- More ...