Long-Run Structural Modelling
Year of publication: |
2004-04
|
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Authors: | Pesaran, M ; Shin, Yongcheol |
Institutions: | School of Economics, University of Edinburgh |
Subject: | Cointegration | identification | testing non-linear restrictions | consistency | asymptotic distribution | Almost Ideal Demand Systems |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 3 pages long |
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. Hashem, (2002)
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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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A long run structural macroeconometric model of the UK (first version)
Garratt, A, (2004)
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Pooled mean group estimation of dynamic heterogeneous panels
Pesaran, M, (2004)
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Bounds Testing Approaches to the Analysis of Long Run Relationships
Pesaran, M, (2004)
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