Fully Modified Least Squares and Vector Autoregression

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Fully Modified Least Squares and Vector Autoregression

1995 The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for educational or research purposes, including use in course packs. No downloading or copying may be done for any commercial purpose without the explicit permission of the Econometric Society. For such commercial purposes contact the Office of the Econometric Society (contac...

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ژورنال

عنوان ژورنال: Econometrica

سال: 1995

ISSN: 0012-9682

DOI: 10.2307/2171721