Structural Analysis of Vector Error Correction Models and Exogenous I(1) Variables

RJ Smith, MH Pesaran, Y Shin

Research output: Contribution to journalArticle (Academic Journal)peer-review

316 Citations (Scopus)
Translated title of the contributionStructural Analysis of Vector Error Correction Models and Exogenous I(1) Variables
Original languageEnglish
Pages (from-to)293 - 343
JournalJournal of Econometrics
Volume97
Publication statusPublished - 2000

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