Structural analysis of vector error correction models with exogenous \(I(1)\) variables
type: Item
instance of: scholarly article
title: Structural analysis of vector error correction models with exogenous \(I(1)\) variables
zbMATH Open document ID: 0997.62070
DOI: 10.1016/S0304-4076(99)00073-1
author: Yongcheol Shin
author: Richard J. Smith
author: M. Hashem Pesaran
published in: Journal of Econometrics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1529235
zbMATH Keywords: structural vector error correction model
zbMATH Keywords: unit roots
zbMATH Keywords: likelihood ratio statistics
zbMATH Keywords: critical values
zbMATH Keywords: seemingly unrelated regression
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: purchasing power parity
zbMATH Keywords: uncovered interest rate parity
zbMATH Keywords: tables
zbMATH Keywords: cointegration
describes a project that uses: Microfit
MaRDI profile type: Publication
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full work available at URL: s0304-4076(99)00073-1
OpenAlex ID: W1968753909
Wikidata QID: Q127012623
description: scientific article; zbMATH DE number 1529235