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Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features
Hecq, Alain; Palm, Franz; Urbain, Jean-Pierre - 2002
restrict the dimension of the parameter space. For this purpose we introduce the concept of common feature separation and … investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely …
Persistent link: https://www.econbiz.de/10010315418
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Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems with common features
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2002
restrict the dimension of the parameter space. For this purpose we introduce the concept of common feature separation and … investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely …
Persistent link: https://www.econbiz.de/10011409009
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Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features
Hecq, Alain; Palm, Franz; Urbain, Jean-Pierre - CESifo - 2002
restrict the dimension of the parameter space. For this purpose we introduce the concept of common feature separation and … investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely …
Persistent link: https://www.econbiz.de/10005196214
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SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
Hecq, Alain; Palm, Franz; Urbain, Jean-Pierre - In: Econometric Reviews 21 (2002) 3, pp. 273-307
restrict the dimension of the parameter space. For this purpose we introduce the concept of common feature separation and … investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely …
Persistent link: https://www.econbiz.de/10005511931