Estimation of Long Run Coefficients in Error Correction Models

Publisher Website

1 August 1989

journal article
Published by Wiley in Oxford Bulletin of Economics and Statistics

Vol. 51 (3) , 345-350
https://doi.org/10.1111/j.1468-0084.1989.mp51003008.x

Abstract

No abstract available

Keywords

ERROR CORRECTION MODEL

This publication has 7 references indexed in Scilit:

Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models
The Economic Journal, 1988
Statistical Foundations of Econometric Modelling
Published by Cambridge University Press (CUP) ,1986
The direct estimation of the equilibrium response in a linear dynamic model
Economics Letters, 1979
Questions & Answers
The American Statistician, 1967
Questions & Answers
The American Statistician, 1965
On the graphs and asymptotic forms of finite boolean relation matrices and stochastic matrices
Naval Research Logistics Quarterly, 1957
On Linear Models and the Graphs of Minkowski-Leontief Matrices
Econometrica, 1957