Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Year of publication: |
1999
|
---|---|
Authors: | Saikkonen, Pentti |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 18.1999, 3, p. 235-257
|
Publisher: |
Taylor & Francis Journals |
Subject: | and phrases | cointegration | normalizing restrictions | overidentifying restrictions | vector autoregressive process |
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