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~institution:"Europäische Kommission"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Brüggemann, Ralf"
~subject:"Cointegration"
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Cointegration
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Brüggemann, Ralf
Gil-Alaña, Luis A.
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Lütkepohl, Helmut
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Breitung, Jörg
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Saikkonen, Pentti
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Caporale, Guglielmo Maria
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Trenkler, Carsten
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sources of German unemployment : a structural vector error correction analysis
Brüggemann, Ralf
-
2001
. We compare these results to results from a standard SVECM and find that, using the Subset VECM reduces
estimation
…
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