On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. |
scientific article |
Statements
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (English)
0 references
15 July 2002
0 references
Cointegration
0 references
Identification
0 references
Monte Carlo
0 references
Systems
0 references
0 references
0 references
