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    Structural analysis of cointegrating VARS

    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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