Identification and overidentification in SVECMs

DOI10.1016/J.ECONLET.2010.06.001zbMATH Open1196.91047OpenAlexW2117751103MaRDI QIDQ709088FDOQ709088

Authors: B. Lucke 

Publication date: 15 October 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.06.001

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zbMATH Keywords

identificationstructural vector error correction model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Testing for Common Trends
• Problems related to over-identifying restrictions for structural vector error correction models

Cited In (1)

• Analysis of over-sampling based identification

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