Identification methods in vector-error correction models : equivalence results
Year of publication: |
2014
|
---|---|
Authors: | Fisher, Lance A. ; Huh, Hyeon-seung |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 28.2014, 1, p. 1-16
|
Subject: | Permanent shocks | Structural identification | Structural vector-error correction models | Theorie | Theory | Schock | Shock | Kointegration | Cointegration | VAR-Modell | VAR model |
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