Structural analysis of vector error correction models exogenous i(1) variables
Year of publication: |
2004-04
|
---|---|
Authors: | Pesaran, M ; Smith, R ; Shin, Yongcheol |
Institutions: | School of Economics, University of Edinburgh |
Subject: | Structural Vector Correction Error | Cointegration | Unit Roots | Likelihood Ratio Statistics | Critical Values | Seemingly Unrelated Regression | Monte Carlo Simulations | Purchasing Power Parity | Uncovered Interest Rate Parity |
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