SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
Year of publication: |
2002
|
---|---|
Authors: | Hecq, Alain ; Palm, Franz ; Urbain, Jean-Pierre |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 21.2002, 3, p. 273-307
|
Publisher: |
Taylor & Francis Journals |
Subject: | Separation | Cointegration | Common features | Weak exogeneity | P-T Decomposition | Consumption function |
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