Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515)
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scientific article; zbMATH DE number 64810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration in partial systems and the efficiency of single-equation analysis |
scientific article; zbMATH DE number 64810 |
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Cointegration in partial systems and the efficiency of single-equation analysis (English)
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27 September 1992
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partial maximum likelihood estimator
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VAR model
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cointegration relations
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partially modelled system
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weak exogeneity
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