SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
| Year of publication: |
2002
|
|---|---|
| Authors: | Hecq, Alain ; Palm, Franz ; Urbain, Jean-Pierre |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 21.2002, 3, p. 273-308
|