Normalising cointegrating relationships subject to long-run exclusion
Year of publication: |
2020
|
---|---|
Authors: | Kurita, Takamitsu |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 192.2020, p. 1-4
|
Subject: | Cointegrating relationships | Long-run exclusion | Normalisation | Vector autoregressive (VAR) models | Kointegration | Cointegration | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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