Identification methods in vector-error correction models : equivalence results
Lance A. Fisher; Hyeon-seung Huh
| Year of publication: |
2014
|
|---|---|
| Authors: | Fisher, Lance A. ; Huh, Hyeon-seung |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 28.2014, 1, p. 1-16
|
| Subject: | Permanent shocks | Structural identification | Structural vector-error correction models | Schock | Shock | Kointegration | Cointegration | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
| 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/10011293038