Vector rational error correction

Sharon Kozicki and Peter Tinsley

Journal of Economic Dynamics and Control, 1999, vol. 23, issue 9-10, 1299-1327

Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (27)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1889(98)00075-X
Full text for ScienceDirect subscribers only

Related works:
Journal Article: Rational Error Correction (2002)
Working Paper: Rational error correction (1998)
Working Paper: Vector rational error correction (1998)
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: https://EconPapers.repec.org/RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1299-1327

Access Statistics for this article

Journal of Economic Dynamics and Control is currently 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
Bibliographic data for series maintained by Catherine Liu ().