Estimating Long-Run Economic Equilibria
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Publication:156116
DOI10.2307/2298004zbMath0734.62107OpenAlexW1546877737MaRDI QIDQ156116
Mico Loretan, Peter C. B. Phillips, Mico Loretan, Peter C. B. Phillips
Publication date: May 1991
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d09/d0928.pdf
Simulationsasymptotic theorystochastic trendsestimators of cointegrated systemslagged equilibrium relationshipslong-run economic equilibriasingle-equation ECM
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