Efficient inference on cointegration parameters in structural error correction models (Q1899244)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient inference on cointegration parameters in structural error correction models |
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Efficient inference on cointegration parameters in structural error correction models (English)
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5 March 1996
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vector autoregressive models
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error correction models
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structural form
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exogeneity of conditioning variables
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identification of cointegration parameters
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Monte Carlo
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asymptotic properties
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finite sample behaviour
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