Problems related to over-identifying restrictions for structural vector error correction models
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Publication:1934809
DOI10.1016/j.econlet.2007.09.034zbMath1255.91364OpenAlexW2167985143MaRDI QIDQ1934809
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.09.034
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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