A Two-Step Procedure for Estimating Linear Simultaneous Equations with Unit Roots
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References listed on IDEAS
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- Andrews, Donald W. K. & Fair, Ray C., 1992.
"Estimation of polynomial distributed lags and leads with end point constraints,"
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- Donald W.K. Andrews & Ray C. Fair, 1989. "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc.
- Fair, Ray C, 1993. "Testing the Rational Expectations Hypothesis in Macroeconometric Models," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 169-190, April.
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- repec:adr:anecst:y:1995:i:40:p:06 is not listed on IDEAS
- Browne, F.X. & Fagan, G. & Henry, J., 1997. "Money Demand in EU Countries : A Survey," Papers 7, European Monetary Institute.
- Uctum, Merih, 1999. "European integration and asymmetry in the EMS," Journal of International Money and Finance, Elsevier, vol. 18(5), pages 769-798, October.
- Canning, David, 1998. "A database of world infrastructure stocks, 1950-95," Policy Research Working Paper Series 1929, The World Bank.
- Gregory C. Chow, 2003. "Econometrics and Economic Policy," Econometrics 0306004, EconWPA.
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