Structural vector autoregressive analysis for cointegrated variables
Helmut Lütkepohl ()
AStA Advances in Statistical Analysis, 2006, vol. 90, issue 1, 75-88
Keywords: Cointegration; vector autoregressive process; vector error correction model JEL C32 (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (62) Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
Working Paper: Structural Vector Autoregressive Analysis for Cointegrated Variables (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:90:y:2006:i:1:p:75-88
Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10182/PS2
Access Statistics for this article
AStA Advances in Statistical Analysis is currently edited by Göran Kauermann and Yarema Okhrin
More articles in AStA Advances in Statistical Analysis from Springer, German Statistical Society
Bibliographic data for series maintained by Sonal Shukla ().