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Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models - MaRDI portal

Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models (Q1292448)

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scientific article; zbMATH DE number 1306162
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English
Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models
scientific article; zbMATH DE number 1306162

    Statements

    Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models (English)
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    21 June 1999
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    identification
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    structural VEC
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    transitory shocks
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