Iacone, Fabrizio; Martin, Steve; Siciliani, Luigi; … - 2007
for a number of specialties, and using a
number of estimation methods. Demand elasticities with respect to waiting time … cointegration rank h is known, simultaneous estimation of α
j
, B and A,
andinferencein(7),canbeobtainedfollowing Johansen (1991 …-103.
Hamilton, J., 1994, Time series analysis, Princeton University Press.
Johansen, S., 1991, Estimation and hypothesis testing of …