Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Rocco Mosconi, Paolo Paruolo
| Year of publication: |
June 2017
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|---|---|
| Authors: | Mosconi, Rocco ; Paruolo, Paolo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 271-276
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| Subject: | Identification | (Multi-)Cointegration | I (d) | Stocks and flows | Inventory models | Kointegration | Cointegration | Schätztheorie | Estimation theory | Lagerhaltungsmodell | Inventory model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818791