Dynamic Seemingly Unrelated Cointegrating Regressions
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Publication:5692950
DOI10.1111/j.1467-937X.2005.00352.xzbMath1106.91052OpenAlexW2086263092MaRDI QIDQ5692950
Donggyu Sul, Nelson C. Mark, Masao Ogaki
Publication date: 28 September 2005
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-937x.2005.00352.x
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
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