The following pages link to LONG-RUN STRUCTURAL MODELLING (Q4817927):
Displaying 20 items.
- Estimating Long-Run Economic Equilibria (Q156116) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy (Q736560) (← links)
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration (Q956511) (← links)
- Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)
- Submodel estimation of a structural vector error correction model under cointegration (Q1128783) (← links)
- Demand for medical care, consumption, and cointegration (Q1285748) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203) (← links)
- A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems (Q1389469) (← links)
- On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- An alternative approach to estimation of structural vector error correction models with long-run restrictions (Q1928735) (← links)
- Oil price shocks and long run price and import demand behavior (Q1962597) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- A Wald test of restrictions on the cointegrating space based on Johansen's estimator (Q2442568) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Global and National Macroeconometric Modelling (Q3435254) (← links)
- Testing the long-run structural validity of the monetary exchange rate model (Q5958444) (← links)
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (Q5958790) (← links)
