Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
Structural analysis of vector error correction models with exogenous I (1) variables - Cambridge University of Cambridge; Department of Applied Economics 1997 - 25p - DAE working papers Amalgamated series .
WP 9706
Structural analysis of vector error correction models with exogenous I (1) variables - Cambridge University of Cambridge; Department of Applied Economics 1997 - 25p - DAE working papers Amalgamated series .
WP 9706