Efficient inference on cointegration parameters in structural error correction models
type: Item
instance of: scholarly article
title: Efficient inference on cointegration parameters in structural error correction models
zbMATH Open document ID: 0832.62098
DOI: 10.1016/0304-4076(94)01665-M
author: H. Peter Boswijk
published in: Journal of Econometrics
publication date: 1996-03-05T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 803354
zbMATH Keywords: vector autoregressive models
zbMATH Keywords: error correction models
zbMATH Keywords: structural form
zbMATH Keywords: exogeneity of conditioning variables
zbMATH Keywords: identification of cointegration parameters
zbMATH Keywords: Monte Carlo
zbMATH Keywords: asymptotic properties
zbMATH Keywords: finite sample behaviour
MaRDI profile type: Publication
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full work available at URL: 0304-4076(94)01665-m
OpenAlex ID: W2078539884
description: scientific article; zbMATH DE number 803354