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http://bura.brunel.ac.uk/handle/2438/7571Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Hunter, J | - |
| dc.contributor.author | Bauwens, L | - |
| dc.date.accessioned | 2013-07-10T13:35:40Z | - |
| dc.date.available | 2013-07-10T13:35:40Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.citation | CORE Discussion papers, EconPapers 2000043, Sep 2000 | en_US |
| dc.identifier.uri | http://econpapers.repec.org/paper/corlouvco/2000043.htm | en |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/7571 | - |
| dc.description | Copyright @ 2000 Université Catholique de Louvain | en_US |
| dc.description.abstract | Results for the identification of non-linear models are used to support the traditional form of the order condition by sufficient conditions. The sufficient conditions reveal a two step procedure for firstly checking generic identification and then testing identifiability. This approach can be extended to sub-blocks of the system and it generalizes to non-linear restrictions. The procedure is applied to an empirical model of the exchange rate, which is identified by diagonalising the system. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Université Catholique de Louvain | en_US |
| dc.subject | Cointegration | en_US |
| dc.subject | Identification | en_US |
| dc.subject | Identifiability | en_US |
| dc.subject | Order condition | en_US |
| dc.subject | Sufficient conditions | en_US |
| dc.title | Identifying long-run behaviour with non-stationary data | en_US |
| dc.type | Article | en_US |
| pubs.organisational-data | /Brunel | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/School of Social Sciences | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff/School of Social Sciences/Economics and Finance | - |
| Appears in Collections: | Economics and Finance Publications Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| dp2000-43.pdf | 132.98 kB | Adobe PDF | View/Open |
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