A note on weak exogeneity in VAR cointegrated models-Reference-Cited by-同舟云学术

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A note on weak exogeneity in VAR cointegrated models

Published:1992-02 Issue:2 Volume:38 Page:139-143
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Dolado Juan J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference5 articles.

1. Testing for cointegration in structural models;Boswijk,1991

2. Exogeneity;Engle;Econometrica,1983

3. Cointegration in partial systems and the efficiency of single equation analysis;Johansen,1990

4. Optimal inference in cointegrated systems;Phillips;Econometrica,1991

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