STRUCTURAL INFERENCE WITH LONG-RUN RECURSIVE EMPIRICAL MODELS

DOI10.1017/S1365100502031048zbMath1005.91073OpenAlexW2103973171MaRDI QIDQ4551762

John W. Keating

Publication date: 25 February 2003

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100502031048

zbMATH Keywords

cointegrationmoving average representationvector autoregressionlong-run multiplierlong-run partially recursive structure

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

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