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

Mohammad Pesaran, Yongcheol Shin and Richard Smith ()

Journal of Econometrics, 2000, vol. 97, issue 2, 293-343

Date: 2000
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Related works:
Working Paper: Structural analysis of vector error correction models with exogenous I(1) variables (1999)
Working Paper: Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables (1997)
Working Paper: Structural analysis of vector error correction models with exogenous I(1) variables (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:97:y:2000:i:2:p:293-343

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