Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.
The notion of cointegration has led to a renewed interest in the identification and estimation of structural relations among economic time series. This paper reviews the different approaches that have been put forward in the literature for identifying cointegrating relationships and imposing (possib...
| Main Authors: | , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
2004
|