An alternative approach to estimation of structural vector error correction models with long-run restrictions (Q1928735)
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scientific article; zbMATH DE number 6121857
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| English | An alternative approach to estimation of structural vector error correction models with long-run restrictions |
scientific article; zbMATH DE number 6121857 |
Statements
An alternative approach to estimation of structural vector error correction models with long-run restrictions (English)
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3 January 2013
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identification
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maximum likelihood estimation
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likelihood ratio test
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0.8294799327850342
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0.8235739469528198
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0.785251259803772
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0.762537956237793
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0.757636308670044
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