Conditional and structural error correction models (Q1899245)

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Language	Label	Description	Also known as
English	Conditional and structural error correction models	scientific article

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scholarly article

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Conditional and structural error correction models (English)

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zbMATH Open document ID

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10.1016/0304-4076(94)01666-N

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Neil R. Ericsson

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Journal of Econometrics

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publication date

7 December 1995

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Efficient inference on cointegration parameters in structural error correction models

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Statistical analysis of cointegration vectors

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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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Cointegration in partial systems and the efficiency of single-equation analysis

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Optimal Inference in Cointegrated Systems

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Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models

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Estimating Long-Run Economic Equilibria

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A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

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full work available at URL

https://doi.org/10.1016/0304-4076(94)01666-n

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Mathematics(1 entry)

mardi Publication:1899245

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