Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models (Q1292448)
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scientific article; zbMATH DE number 1306162
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| English | Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models |
scientific article; zbMATH DE number 1306162 |
Statements
Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models (English)
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21 June 1999
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identification
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structural VEC
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transitory shocks
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0.7872440814971924
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0.7831005454063416
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0.7800462245941162
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