VAR INTERPRETATIONS OF HAAVELMO’S MARKET MODEL OF CAPITAL AND INVESTMENT

DOI10.1017/S0266466614000267zbMath1441.62023MaRDI QIDQ5247350

Erik Biørn

Publication date: 24 April 2015

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) History of statistics (62-03)

Cites Work

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• Structural econometric modeling and time series analysis
• Time series analysis and simultaneous equation econometric models
• Econometric Implications of the Rational Expectations Hypothesis
• The Solution of Linear Difference Models under Rational Expectations
• Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
• Cointegration and Dynamic Simultaneous Equations Model
• Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations
• The Statistical Implications of a System of Simultaneous Equations

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