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

DOI10.1016/j.econlet.2005.07.016zbMath1255.62250OpenAlexW1988120276MaRDI QIDQ1928735

Kyungho Jang

Publication date: 3 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.07.016

zbMATH Keywords

identificationlikelihood ratio testmaximum likelihood estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Topics in structural VAR econometrics
• Testing for Common Trends
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