Matches in SemOpenAlex for { <https://semopenalex.org/work/W2059758449> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W2059758449 endingPage "271" @default.
- W2059758449 startingPage "255" @default.
- W2059758449 abstract "It often proves difficult to give a satisfactory economic interpretation to estimated cointegrating vectors derived from the maximum likelihood estimation of unrestricted vector correction models. This paper shows that this is because, without introducing a priori information, they are not identified. This is even true where there is only a single cointegrating vector. It is also shown that the common stochastic trends derived using VAR analysis in the presence of cointegration are not identified, nor can they be obtained uniquely from the estimated cointegrating vectors. The implication is that cointegration analysis needs to take account of structural restrictions after all. Consequently it is likely to be of less use in econometric model building than was first thought." @default.
- W2059758449 created "2016-06-24" @default.
- W2059758449 creator A5083722184 @default.
- W2059758449 date "1996-10-01" @default.
- W2059758449 modified "2023-10-16" @default.
- W2059758449 title "Interpreting cointegrating vectors and common stochastic trends" @default.
- W2059758449 cites W1500783886 @default.
- W2059758449 cites W1546877737 @default.
- W2059758449 cites W1587141723 @default.
- W2059758449 cites W1963912781 @default.
- W2059758449 cites W2025161033 @default.
- W2059758449 cites W2060210686 @default.
- W2059758449 cites W2071336835 @default.
- W2059758449 cites W2077986955 @default.
- W2059758449 cites W2093813869 @default.
- W2059758449 cites W2110603299 @default.
- W2059758449 cites W2153562738 @default.
- W2059758449 cites W2164599393 @default.
- W2059758449 cites W4231221769 @default.
- W2059758449 cites W4249160806 @default.
- W2059758449 doi "https://doi.org/10.1016/0304-4076(95)01746-1" @default.
- W2059758449 hasPublicationYear "1996" @default.
- W2059758449 type Work @default.
- W2059758449 sameAs 2059758449 @default.
- W2059758449 citedByCount "184" @default.
- W2059758449 countsByYear W20597584492012 @default.
- W2059758449 countsByYear W20597584492013 @default.
- W2059758449 countsByYear W20597584492014 @default.
- W2059758449 countsByYear W20597584492015 @default.
- W2059758449 countsByYear W20597584492016 @default.
- W2059758449 countsByYear W20597584492017 @default.
- W2059758449 countsByYear W20597584492018 @default.
- W2059758449 countsByYear W20597584492019 @default.
- W2059758449 countsByYear W20597584492020 @default.
- W2059758449 countsByYear W20597584492023 @default.
- W2059758449 crossrefType "journal-article" @default.
- W2059758449 hasAuthorship W2059758449A5083722184 @default.
- W2059758449 hasConcept C105795698 @default.
- W2059758449 hasConcept C111472728 @default.
- W2059758449 hasConcept C138885662 @default.
- W2059758449 hasConcept C145162277 @default.
- W2059758449 hasConcept C149782125 @default.
- W2059758449 hasConcept C162324750 @default.
- W2059758449 hasConcept C187736073 @default.
- W2059758449 hasConcept C199360897 @default.
- W2059758449 hasConcept C33923547 @default.
- W2059758449 hasConcept C41008148 @default.
- W2059758449 hasConcept C49781872 @default.
- W2059758449 hasConcept C527412718 @default.
- W2059758449 hasConcept C75553542 @default.
- W2059758449 hasConcept C96250715 @default.
- W2059758449 hasConceptScore W2059758449C105795698 @default.
- W2059758449 hasConceptScore W2059758449C111472728 @default.
- W2059758449 hasConceptScore W2059758449C138885662 @default.
- W2059758449 hasConceptScore W2059758449C145162277 @default.
- W2059758449 hasConceptScore W2059758449C149782125 @default.
- W2059758449 hasConceptScore W2059758449C162324750 @default.
- W2059758449 hasConceptScore W2059758449C187736073 @default.
- W2059758449 hasConceptScore W2059758449C199360897 @default.
- W2059758449 hasConceptScore W2059758449C33923547 @default.
- W2059758449 hasConceptScore W2059758449C41008148 @default.
- W2059758449 hasConceptScore W2059758449C49781872 @default.
- W2059758449 hasConceptScore W2059758449C527412718 @default.
- W2059758449 hasConceptScore W2059758449C75553542 @default.
- W2059758449 hasConceptScore W2059758449C96250715 @default.
- W2059758449 hasIssue "2" @default.
- W2059758449 hasLocation W20597584491 @default.
- W2059758449 hasOpenAccess W2059758449 @default.
- W2059758449 hasPrimaryLocation W20597584491 @default.
- W2059758449 hasRelatedWork W2001197035 @default.
- W2059758449 hasRelatedWork W2002767418 @default.
- W2059758449 hasRelatedWork W2030617584 @default.
- W2059758449 hasRelatedWork W2066824604 @default.
- W2059758449 hasRelatedWork W2073994582 @default.
- W2059758449 hasRelatedWork W4243843350 @default.
- W2059758449 hasRelatedWork W4384832962 @default.
- W2059758449 hasRelatedWork W651246682 @default.
- W2059758449 hasRelatedWork W1519833319 @default.
- W2059758449 hasRelatedWork W2142213187 @default.
- W2059758449 hasVolume "74" @default.
- W2059758449 isParatext "false" @default.
- W2059758449 isRetracted "false" @default.
- W2059758449 magId "2059758449" @default.
- W2059758449 workType "article" @default.