Testing for an unstable root in conditional and structural error correction models (Q1341204)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for an unstable root in conditional and structural error correction models |
scientific article |
Statements
Testing for an unstable root in conditional and structural error correction models (English)
0 references
2 January 1995
0 references
cointegration
0 references
identification
0 references
Wald tests
0 references
unstable root
0 references
conditional error correction models
0 references
single-equation models
0 references
simultaneous equations models
0 references
structural form
0 references
vector Brownian motion process
0 references
critical values
0 references
Monte Carlo simulation
0 references
demand for money
0 references
rate of inflation
0 references
instability hypothesis
0 references
0 references
