Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820)

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scientific article; zbMATH DE number 6708108
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English
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
scientific article; zbMATH DE number 6708108

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    Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (English)
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    26 April 2017
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    identification
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    (multi-)cointegration
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    I\((d)\)
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    stocks and flows
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    inventory models
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    general linear constraints
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