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- W2000983541 abstract "This paper considers the implications of structural breaks, such as have occurred in many transition economies, for econometric modelling based on the multivariate cointegration paradigm. It outlines recent developments on the identification of linear cointegrated systems, discusses some practical problems, and presents an extension to non-linear systems. This is followed by a discussion of the impact of structural breaks on the identification and estimation of such systems. Finally, it relates these issues to the other papers in this volume." @default.
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- W2000983541 date "2000-08-01" @default.
- W2000983541 modified "2023-09-24" @default.
- W2000983541 title "Modelling economies in transition: an introduction" @default.
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- W2000983541 doi "https://doi.org/10.1016/s0264-9993(99)00042-5" @default.
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