General-to-specific or specific-to-general modelling? An opinion on current econometric terminology

Journal of Econometrics

Volumn 136, Issue 1, 2007, Pages 319-324

  Lütkepohl, Helmut ^a  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

Cointegration; Dynamic modelling; Vector autoregressive process

Indexed keywords

DYNAMIC PROGRAMMING; ECONOMICS; EQUATIONS OF MOTION; INTEGRATION; MATHEMATICAL MODELS;

COINTEGRATION; DYNAMIC MODELING; VECTOR AUTOREGRESSIVE PROCESS;

RANDOM PROCESSES;

EID: 33748590801     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.11.014     Document Type: Article

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