Pesaran, M.H. and Smith, Ron P. (1998) Structural analysis of cointegrating VARS. In: McAleer, M. and Oxley, L. (eds.) Practical Issues in Cointegration Analysis. Blackwell. ISBN 9780631211983.
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Abstract
Book synopsis: The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
Metadata
| Item Type: | Book Section |
|---|---|
| School: | Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School |
| Depositing User: | Sarah Hall |
| Date Deposited: | 31 Aug 2020 17:20 |
| Last Modified: | 02 Aug 2023 18:03 |
| URI: | https://eprints.bbk.ac.uk/id/eprint/40681 |
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