This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so …-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated … testing are only possible if the codependence restrictions can be uniquely imposed. Applying the pseudostructural form, our …

This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so …-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated … testing are only possible if the codependence restrictions can be uniquely imposed. Applying the pseudostructural form, our …

This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so …-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated … testing are only possible if the codependence restrictions can be uniquely imposed. Applying the pseudostructural form, our …