Submodel estimation of a structural vector error correction model under cointegration

Mathematics

• Submodels 100%
• Cointegration 100%
• Vector Error 100%
• Error Correction 100%
• Exclusion Restriction 50%
• Dimensional Vector 50%
• Concentrated Likelihood Function 50%

Keyphrases

• Structural Vector Error Correction Model 100%
• Counterfactual Policy Analysis 50%
• Concentrated Likelihood 50%
• Vector Error 50%
• Structural Estimation 50%
• Exclusion Restriction 50%
• Mutually Independent 50%