Structural vector autoregressive analysis for cointegrated variables

Allgemeines Statistisches Archiv

Volumn 90, Issue 1, 2006, Pages 75-88

  Lütkepohl, Helmut ^a  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

Cointegration; Vector autoregressive process; Vector error correction model

Indexed keywords

EID: 33750167080     PISSN: 00026018     EISSN: 16140176     Source Type: Journal    
DOI: 10.1007/s10182-006-0222-4     Document Type: Review

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