Search Results - subject:"triangular system"

Political ideology, quality at entry and the success of economic reform programs

Smets, Lodewijk; Knack, Stephen; Molenaers, Nadia - In: The Review of International Organizations 8 (2013) 4, pp. 447-476

the inclusion of additional control variables. Next, robust findings from estimating a recursive triangular system of …

Persistent link: https://www.econbiz.de/10011000882

Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models

Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1992

coefficients in a particular triangular system representation is studied and shown to have matrix t-distribution tails with finite … procedures that are based on the triangular representation. In a simple triangular system, the Wald statistic for testing linear …

Persistent link: https://www.econbiz.de/10005634718

Error Correction and Long Run Equilibrium in Continuous Time

Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1988

This paper deals with error correction models (ECM's) and cointegrated systems that are formulated in continuous time. Problems of representation, identification, estimation and time aggregation are discussed. It is shown that every ECM in continuous time has a discrete time equivalent model in...

Persistent link: https://www.econbiz.de/10005593350

Solving polynomial equations: Characteristic sets and triangular systems

Wang, Dongming - In: Mathematics and Computers in Simulation (MATCOM) 42 (1996) 4, pp. 339-351

solved by computing the medial set, characteristic set, characteristic (irreducible) series, principal triangular system and …

Persistent link: https://www.econbiz.de/10010749635