Structural analysis of cointegrating VARs
Year of publication: |
1999
|
---|---|
Authors: | Pesaran, M. Hashem ; Smith, Ron |
Published in: |
Practical issues in cointegration analysis. - Oxford [u.a.] : Blackwell, ISBN 0-631-21198-5. - 1999, p. 55-89
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Lag-Modell | Lag model | Theorie | Theory |
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