This paper discusses the practical application of identiΓΏcation 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 impossible to
β¦ LIBER β¦
Modelling UK house prices using cointegration: an application of the Johansen technique
β Scribed by Drake, Leigh
- Book ID
- 126539711
- Publisher
- Taylor and Francis Group
- Year
- 1993
- Tongue
- English
- Weight
- 324 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0003-6846
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