Further results on weak exogeneity in vector error correction models
Christophe Rault
| Year of publication: |
2005
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|---|---|
| Authors: | Rault, Christophe |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 25.2005, 2, p. 159-172
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| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003360067