Stochastic trends in simultaneous equation systems
The estimation of univariate and multiple regression models with stochastic trend components has been considered in the time domain and in the frequency domain. Such models assume as regressors weakly exogenous variables. However if the regression equations are part of a simultaneous equation system...
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London School of Economics and Political Science (University of London)
1992
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.645349 |