Optimal Structural Estimation of Triangular Systems: II. The Non-stationary Case
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- Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991. "Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case," Econometric Theory, Cambridge University Press, vol. 7(04), pages 549-558, December.
References listed on IDEAS
- Shiller, Robert J., 1978.
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- Robert J. Shiller, 1975. "Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review," NBER Working Papers 0093, National Bureau of Economic Research, Inc.
- Bierens, Herman J., 1987.
"Armax model specification testing, with an application to unemployment in the Netherlands,"
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Elsevier, vol. 35(1), pages 161-190, May.
- Bierens, H.J., 1986. "Armax model specification testing, with an application to unemployment in the Netherlands," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
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- Gianluca, Stefani & Tiberti, Marco, 2014. "Multiperiod optimal hedging ratios: Methodological aspects and application to wheat markets," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182787, European Association of Agricultural Economists.
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