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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 97.2000, 2, p. 293-344
|