Cointegration, identification, and exogeneity
Subtitle: inference in structural error correction models
By: H. Peter Boswijk.
Series: Tinbergen Institute research series ;; no. 37
Publisher: Thesis Publishers
Published: 1992
Place of publication: Amsterdam
Language: eng
Number of pages: 166
Subjects: Econometrics.; Time-series analysis.; Cointegration.
Notes: Includes bibliographical references (p. [151]-158) and indexes.
"Also published as thesis, Universiteit van Amsterdam, 1992"--T.p. verso.
Summary in Dutch.