## Abstract This paper examines the issue of how to identify the shocks in a cointegrated VAR when the following assumptions are made: the variables can be classified as endogenous or exogenous, there are as many cointegrating relations as endogenous variables, the cointegrating vectors are identif
โฆ LIBER โฆ
Estimation of impulse response functions using long autoregression
โ Scribed by Pao-Li Chang; Shinichi Sakata
- Book ID
- 110880059
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 548 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1368-4221
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