Article ID Journal Published Year Pages File Type
5062741 Economics Letters 2006 6 Pages PDF
Abstract

This paper presents an alternative approach to two-step maximum likelihood estimation of structural vector error correction models that are partially identified with long-run restrictions. We generalize the existing literature by allowing for over-identifying restrictions.

Keywords
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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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An alternative approach to estimation of structural vector error correction models with long-run restrictions
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