Structural analysis of vector error correction models with exogenous I(1) variables
M. Hashem Pesaran, Yongcheol Shin and Richard J. Smith
| Year of publication: |
1997
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Shin, Yongcheol ; Smith, Richard J. |
| Publisher: |
Cambridge : Univ., Dep. of Applied Economics |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Zinsparität | Interest rate parity | Schätzung | Estimation | Großbritannien | United Kingdom | 1972-1987 |
| Extent: | Getr. Zählung |
|---|---|
| Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9706 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000629002