Structural Error Correction Models: Instrumental Variables Methods and Application to an Exchange Rate Model
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Bibliographic InfoPaper provided by Ohio State University, Department of Economics in its series Working Papers with number 01-01.
Date of creation: Mar 2001
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2001-09-10 (All new papers)
- NEP-ECM-2001-09-10 (Econometrics)
- NEP-ETS-2001-09-10 (Econometric Time Series)
- NEP-IFN-2001-09-10 (International Finance)
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- Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers 01-04, Ohio State University, Department of Economics.
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