Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics.
| Year of publication: |
1991
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|---|---|
| Authors: | Park, J.Y. ; Ogaki, M. |
| Institutions: | University of Rochester - Center for Economic Research (RCER) |
| Subject: | econometrics | economic models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 29 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005698183