From a var model to a structural model, with an application to the wage–price spiral (Q3198775)
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English | From a var model to a structural model, with an application to the wage–price spiral |
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From a var model to a structural model, with an application to the wage–price spiral (English)
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1990
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sequential testing
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model building strategy
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vector autoregression
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econometric structural model
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unconstrained vector autoregression
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non- causality
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exogeneity
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overidentifying restrictions
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asymptotic least squares
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French wage-price sector
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