Problems related to over-identifying restrictions for structural vector error correction models (Q1934809)
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scientific article; zbMATH DE number 6132417
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| English | Problems related to over-identifying restrictions for structural vector error correction models |
scientific article; zbMATH DE number 6132417 |
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Problems related to over-identifying restrictions for structural vector error correction models (English)
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29 January 2013
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cointegration
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vector autoregressive process
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vector error correction model
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impulse responses
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0.8562006950378418
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0.8294799327850342
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0.7930325865745544
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0.7930325865745544
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0.7811853289604187
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