Econometric analysis of structural systems with permanent and transitory shocks

Adrian Rodney Pagan () and M Hashem Pesaran ()

Journal of Economic Dynamics and Control, 2008, vol. 32, issue 10, pages 3376-3395

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (11) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V85 ... fb5d577cd636e6d279dc
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Econometric Analysis of Structural Systems with Permanent and Transitory Shocks (2008)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:32:y:2008:i:10:p:3376-3395

Access Statistics for this article

Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

More articles in Journal of Economic Dynamics and Control from Elsevier
Series data maintained by Wendy Shamier ().