Testing for an unstable root in conditional and structural error correction models (Q1341204): Difference between revisions
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Revision as of 03:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for an unstable root in conditional and structural error correction models |
scientific article |
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Testing for an unstable root in conditional and structural error correction models (English)
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2 January 1995
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cointegration
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identification
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Wald tests
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unstable root
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conditional error correction models
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single-equation models
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simultaneous equations models
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structural form
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vector Brownian motion process
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critical values
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Monte Carlo simulation
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demand for money
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rate of inflation
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instability hypothesis
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