Estimation of cointegrated models with exogenous variables-Reference-Cited by-同舟云学术

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Estimation of cointegrated models with exogenous variables

Published:2014-04-25 Issue:10 Volume:85 Page:1945-1962
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Ahn Sung K.,Hong Hanwoom,Cho Sinsup

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/00949655.2014.910515

Reference19 articles.

1. Cointegration in partial systems and the efficiency of single-equation analysis

2. Structural analysis of vector error correction models with exogenous I(1) variables

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Structure and Evaluation;Multivariate Modelling of Non-Stationary Economic Time Series;2017

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