Noncausality in VAR-ECM models with purely exogeneous long-run paths (Q1978557)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noncausality in VAR-ECM models with purely exogeneous long-run paths |
scientific article |
Statements
Noncausality in VAR-ECM models with purely exogeneous long-run paths (English)
0 references
4 June 2000
0 references
cointegration
0 references
noncausality
0 references
structural hypothesis
0 references
Monte Carlo
0 references
0 references
0 references
