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An alternative approach to estimation of structural vector error correction models with long-run restrictions - MaRDI portal

An alternative approach to estimation of structural vector error correction models with long-run restrictions (Q1928735)

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scientific article; zbMATH DE number 6121857
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English
An alternative approach to estimation of structural vector error correction models with long-run restrictions
scientific article; zbMATH DE number 6121857

    Statements

    An alternative approach to estimation of structural vector error correction models with long-run restrictions (English)
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    3 January 2013
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    identification
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    maximum likelihood estimation
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    likelihood ratio test
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    Identifiers