LONG-RUN STRUCTURAL MODELLING
Year of publication: |
2002
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Authors: | Pesaran, M. Hashem ; Shin, Yongcheol |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 21.2002, 1, p. 49-87
|
Publisher: |
Taylor & Francis Journals |
Subject: | Cointegration | Identification | QMLE | Consistency | Asymptotic distribution | testing non-linear restrictions | Almost Ideal Demand Systems |
Extent: | text/html |
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Type of publication: | Article |
Classification: | C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; D1 - Household Behavior and Family Economics ; E1 - General Aggregative Models |
Source: |
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Pesaran, M, (2004)
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Buss, Ginters, (2009)
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On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations
Wang, Yongning, (2013)
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Testing for unit roots in heterogeneous panels
Im, KyungSo, (1995)
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem, (1997)
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Testing for the existence of a long-run relationship
Pesaran, M. Hashem, (1996)
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