On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210): Difference between revisions
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Property / cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data / rank | |||
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Property / cites work: Statistical analysis of cointegration vectors / rank | |||
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Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank | |||
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Property / cites work: LONG-RUN STRUCTURAL MODELLING / rank | |||
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Property / cites work: Optimal Inference in Cointegrated Systems / rank | |||
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Latest revision as of 11:53, 4 June 2024
scientific article
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English | On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. |
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On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (English)
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15 July 2002
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Cointegration
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Identification
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Monte Carlo
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Systems
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