Noncausality in VAR-ECM models with purely exogeneous long-run paths (Q1978557)
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scientific article; zbMATH DE number 1454323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noncausality in VAR-ECM models with purely exogeneous long-run paths |
scientific article; zbMATH DE number 1454323 |
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Noncausality in VAR-ECM models with purely exogeneous long-run paths (English)
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4 June 2000
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cointegration
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noncausality
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structural hypothesis
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Monte Carlo
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