Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
نویسندگان
چکیده
منابع مشابه
A Structural Vector Error Correction Model with Short-run and Long-run Restrictions
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2011
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2011.02.009