A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems (Q1389469)
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scientific article; zbMATH DE number 1170187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems |
scientific article; zbMATH DE number 1170187 |
Statements
A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems (English)
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30 June 1998
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structural VAR
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cointegration
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identification
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