Title: Estimation of Long Run Coefficients in Error Correction Models
Abstract: Oxford Bulletin of Economics and StatisticsVolume 51, Issue 3 p. 345-350 Estimation of Long Run Coefficients in Error Correction Models Gunnar Bårdsen, Gunnar Bårdsen Norwegian School of Economics and Business Administration, BergenSearch for more papers by this author Gunnar Bårdsen, Gunnar Bårdsen Norwegian School of Economics and Business Administration, BergenSearch for more papers by this author First published: August 1989 https://doi.org/10.1111/j.1468-0084.1989.mp51003008.xCitations: 152AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat REFERENCES Bewley, R. A. (1979). 'The Direct Estimation of the Equilibrium Response in a Linear Dynamic Model', Economics Letters, Vol. 3, pp. 357–61. 10.1016/0165-1765(79)90011-9 Web of Science®Google Scholar Hendry, D. F., Pagan, A. R. and Sargan, J. D. (1984). 'Dynamic Specification', Chapter 18 in Z. Griliches and M. Intriligator (eds.), Handbook of Econometrics, Vol. II. Amsterdam: North-Holland Publishing Co. Google Scholar Kmenta, J. (1986). Elements of Econometrics. New York: MacMillan Publishing Co. Web of Science®Google Scholar Spanos, A. (1986). Statistical Foundations of Econometric Modelling. Cambridge: Cambridge University Press. 10.1017/CBO9780511599293 Google Scholar Wickens, M. R. and Breusch, T. S. (1988). 'Dynamic Specification, the Long-Run and the Estimation of Transformed Regression Models', The Economic Journal, Vol. 98 (Conference 1988), pp. 189–205. 10.2307/2233314 Web of Science®Google Scholar Rosenblatt, D. (1957). 'On Linear Models and the Graphs of Minkowski-Leontief Matrices', Econometrica, Vol. 25, pp. 325–38. 10.2307/1910258 Web of Science®Google Scholar Rosenblatt, D. (1957). 'On the Graphs and Asymptotic Forms of Finite Boolzan Relation Matrices and Stochastic Matrices', Naval Research Logistics Quarterly, Vol. 4, pp. 151–67. 10.1002/nav.3800040206 Google Scholar Rosenblatt, D. (1965). 'Aggregation in Matrix Models of Resource Flows', The American Statistician, Vol. 19, pp. 36–9, June. 10.1080/00031305.1965.10479731 Web of Science®Google Scholar Rosenblatt, D. (1967). 'Aggregation in Matrix Models of Resource Flows II, Boolzan Relation Matrix Methods', The American Statistician, Vol. 21, pp. 32–7, June. 10.1080/00031305.1967.10479820 Web of Science®Google Scholar Citing Literature Volume51, Issue3August 1989Pages 345-350 ReferencesRelatedInformation
Publication Year: 1989
Publication Date: 1989-08-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 120
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