Search Results - subject:"Identification Problem"

Unidentified Components in Reduced Rank Regression Estimation of ECM's

Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1991

Reduced rank regression procedures in error correction models (ECM's) permit consistent estimation of the cointegration space but do not provide consistent estimates of individual structural relations when the dimension of the cointegration space is greater than one. Indeed, individual...

Persistent link: https://www.econbiz.de/10005762598

Ein alternativer Indikator der deutschen Geldpolitik. Untersuchung im Rahmen eines strukturellen VAR-Modells / An Improved Indicator of German Monetary Policy A Structural VAR Analysis

Jennes, Barbara - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 4, pp. 371-393

the institutional settings in Germany nor the identification problem is solved, because this interest rate reflects supply …

Persistent link: https://www.econbiz.de/10014608842

Democracy and peace: Reply to oneal and russett

James, Patrick; Solberg, Eric; Wolfson, Murray - In: Defence and Peace Economics 11 (2000) 1, pp. 215-229

The criticism of James, Solberg and Wolfson (JSW) (1999) by Oneal and Russett (OR) is not responsive to the methodologica] issues at stake. JSW argued that war is an endogenous feature of the world political and economic system. If its causes are to be measured, it must be as a structural...

Persistent link: https://www.econbiz.de/10009215244