Structural relations, cointegration and identification: Some simple results and their application (Q1305652)
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scientific article; zbMATH DE number 1342878
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| English | Structural relations, cointegration and identification: Some simple results and their application |
scientific article; zbMATH DE number 1342878 |
Statements
Structural relations, cointegration and identification: Some simple results and their application (English)
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24 September 2000
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structural
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identification
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irreducible cointegration vector
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cointegration property
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0.8434190154075623
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0.8314473032951355
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0.8294910788536072
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