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Structural analysis of cointegration VARs
Pesaran, M. Hashem; Smith, Ron - In: Journal of economic surveys 12 (1998) 5, pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
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On error correction models : specification, interpretation, estimation
Alogoskouphēs, Giōrgos - In: Journal of economic surveys 5 (1991) 1, pp. 97-128
Persistent link: https://www.econbiz.de/10001113697
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ARTICLES - Structural Analysis of Cointegrating VARs
Pesaran, M.Hashem; Smith, Ron P. - In: Journal of economic surveys 12 (1998) 5, pp. 471-506
Persistent link: https://www.econbiz.de/10007691286
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Comments - Peter Kennedy's Sinning in the Basement: A Comment
Smith, Ron - In: Journal of economic surveys 16 (2002) 4, pp. 611-614
Persistent link: https://www.econbiz.de/10007661232