Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10000590686
Persistent link: https://www.econbiz.de/10001726308
Persistent link: https://www.econbiz.de/10000935287
Persistent link: https://www.econbiz.de/10001335488
Persistent link: https://www.econbiz.de/10001373105
Persistent link: https://www.econbiz.de/10001668437
Persistent link: https://www.econbiz.de/10005235325
This paper discusses the practical application of identification in cointegrated systems. It will argue that in a common realistic modelling situation of a limited data set and the theory requirements of a fairly rich model, the techniques proposed in the existing literature are almost...
Persistent link: https://www.econbiz.de/10005345550
Persistent link: https://www.econbiz.de/10006768945
Persistent link: https://www.econbiz.de/10005229210