Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case

Peter C. B. Phillips (), Juan J. Dolado and H. Peter Boswijk ()

Econometric Theory, 1991, vol. 7, issue 04, pages 549-558

Date: 1991
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Journal Article: Optimal Structural Estimation of Triangular Systems: II. The Non-stationary Case (1990)
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