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Matches in SemOpenAlex for { <https://semopenalex.org/work/W1999751520> ?p ?o ?g. }

• W1999751520 abstract "This article analyzes the identification and normalization of cointegrating vectors. Normalizing a cointegrating relation with respect to one of the relevant variables is with loss of generality, and restrictions that are supposed to identify a vector may fail to do so for particular parameter values. I propose to tackle both problems by testing whether particular rank conditions are violated. It is shown that Johansen and Juselius's class of likelihood ratio statistics for structural hypotheses in a cointegrated Gaussian vector autoregression may be used for this purpose. The tests are applied to a model of the demand for money in the United Kingdom." @default.
• W1999751520 created "2016-06-24" @default.
• W1999751520 creator A5014792288 @default.
• W1999751520 date "1996-04-01" @default.
• W1999751520 modified "2023-10-05" @default.
• W1999751520 title "Testing Identifiability of Cointegrating Vectors" @default.
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• W1999751520 doi "https://doi.org/10.2307/1392426" @default.
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