✦ LIBER ✦

IDENTIFICATION METHODS IN VECTOR-ERROR CORRECTION MODELS: EQUIVALENCE RESULTS

✍ Scribed by Lance A. Fisher; Hyeon-seung Huh

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Specification via model selection in vec

✍ Jesùs Gonzalo; Jean-Yves Pitarakis 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 59 KB

Testing cointegrating coefficients in ve

✍ Gerd Hansen; Jeong-Ryeol Kim; Stefan Mittnik 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 68 KB

Testing price-exchange rate noncausality

✍ Michael K. Pippenger 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 880 KB

Likelihood-Based Cointegration Analysis

✍ Groen, Jan J. J; Kleibergen, Frank 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 823 KB

Likelihood-Based Cointegration Analysis

✍ Jan J. J. Groen and Frank Kleibergen 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 823 KB

Exogeneity in Vector Error Correction Mo

✍ Jacqueline Pradel; Christophe Rault 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 179 KB