Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural analysis of vector error correction models with exogenous \(I(1)\) variables |
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Structural analysis of vector error correction models with exogenous \(I(1)\) variables (English)
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14 November 2002
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structural vector error correction model
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unit roots
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likelihood ratio statistics
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critical values
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seemingly unrelated regression
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Monte Carlo simulations
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purchasing power parity
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uncovered interest rate parity
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tables
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cointegration
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