MODELING LINEAR DYNAMIC ECONOMETRIC SYSTEMS

[1] Banerjee A., 1993, COINTEGRATION ERROR

[2] BOSWIJK HP, 1992, TINBERGEN I RES SERI, V37

[3] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[4] EMPIRICAL-ANALYSIS OF MACROECONOMIC TIME-SERIES - VAR AND STRUCTURAL MODELS [J]. EUROPEAN ECONOMIC REVIEW, 1991, 35 (04) : 887 - 917

[5] CLEMENTS MP, 1993, NONSTATIONARY TIME S

[6] COOK S, 1993, POZNAN STUDIES PHILO

[7] DOORNIK JA, 1993, UNPUB PRACTICAL TEST

[8] DOORNIK JA, 1993, PCFIML 7 INTERACTIVE

[9] EXOGENEITY [J]. ECONOMETRICA, 1983, 51 (02) : 277 - 304

[10] TESTING SUPEREXOGENEITY AND INVARIANCE IN REGRESSION-MODELS [J]. JOURNAL OF ECONOMETRICS, 1993, 56 (1-2) : 119 - 139

[1] Banerjee A., 1993, COINTEGRATION ERROR

[2] BOSWIJK HP, 1992, TINBERGEN I RES SERI, V37

[3] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[4] EMPIRICAL-ANALYSIS OF MACROECONOMIC TIME-SERIES - VAR AND STRUCTURAL MODELS [J]. EUROPEAN ECONOMIC REVIEW, 1991, 35 (04) : 887 - 917

[5] CLEMENTS MP, 1993, NONSTATIONARY TIME S

[6] COOK S, 1993, POZNAN STUDIES PHILO

[7] DOORNIK JA, 1993, UNPUB PRACTICAL TEST

[8] DOORNIK JA, 1993, PCFIML 7 INTERACTIVE

[9] EXOGENEITY [J]. ECONOMETRICA, 1983, 51 (02) : 277 - 304

[10] TESTING SUPEREXOGENEITY AND INVARIANCE IN REGRESSION-MODELS [J]. JOURNAL OF ECONOMETRICS, 1993, 56 (1-2) : 119 - 139