LONG-RUN STRUCTURAL MODELLING (Q4817927)

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scientific article; zbMATH DE number 2101317
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LONG-RUN STRUCTURAL MODELLING
scientific article; zbMATH DE number 2101317

    Statements

    title
    LONG-RUN STRUCTURAL MODELLING (English)
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    author
    M. Hashem Pesaran
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    Yongcheol Shin
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    publication date
    21 September 2004
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    zbMATH Keywords
    cointegration
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    identification
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    QMLE
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    consistency
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    asymptotic distribution
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    testing nonlinear restrictions
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    almost ideal demand systems
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    cites work
    Q3796553
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    Q4802629
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    Q4039873
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    Identifiers

    DOI
    10.1081/ETC-120008724
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    zbMATH DE Number
    2101317
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