Structural analysis of vector error correction models with exogenous I(1) variables
| Year of publication: |
2000
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Shin, Yongcheol ; Smith, Richard J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 97.2000, 2, p. 293-343
|
| Publisher: |
Elsevier |