Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Year of publication: |
June 2017
|
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Authors: | Mosconi, Rocco ; Paruolo, Paolo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 271-276
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Subject: | Identification | (Multi-)Cointegration | I (d) | Stocks and flows | Inventory models | Schätztheorie | Estimation theory | Kointegration | Cointegration | Lagerhaltungsmodell | Inventory model |
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