Long-Run Identification in a Fractionally Integrated System
Article
Tschernig, Rolf, Weber, Enzo and Weigand, Roland (2013) Long-Run Identification in a Fractionally Integrated System. Journal of Business & Economic Statistics 31 (4), pp. 438-450.Alternative links to fulltext
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Details
| Item type | Article | ||||
| Journal or Publication Title | Journal of Business & Economic Statistics | ||||
| Publisher | AMER STATISTICAL ASSOC | ||||
| Place of Publication | ALEXANDRIA | ||||
| Volume | 31 | ||||
| Number of Issue or Book Chapter | 4 | ||||
| Page Range | pp. 438-450 | ||||
| Date | 2013 | ||||
| Date of publication | 19 Dec 2024 08:34 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Ökonometrie (Prof. Dr. Rolf Tschernig) Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Empirische Wirtschaftsforschung, insbesondere Makroökonomie und Arbeitsmarkt (Prof. Dr. Enzo Weber) | ||||
| Identification Number |
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| Keywords | OUTPUT; MEMORY; Fractional cointegration; Long memory; Misspecification; Structural VAR | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 62182 |
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