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Book Chapter

Systems of Dynamic Simultaneous Equations

  • Lütkepohl H
Springer Berlin Heidelberg, (2005), 387-413
DOI: 10.1007/978-3-540-27752-1_10
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Abstract

This chapter serves to point out some possible extensions of the models considered so far and to draw attention to potential problems related to such extensions. So far, we have assumed that all stochastic variables of a system have essentially the same status in...

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APA

Lütkepohl, H. (2005). Systems of Dynamic Simultaneous Equations. In New Introduction to Multiple Time Series Analysis (pp. 387–413). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-27752-1_10

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