The Structural Cointegrating VAR Approach to Macroeconometric Modelling

Yongcheol Shin, M. Hashem Pesaran, Kvin Lee, Anthony Garratt

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Original languageEnglish
Title of host publicationEconometric Modelling
Subtitle of host publicationTechniques and Applications
EditorsSean Holly, Martin Weale
Place of PublicationCambridge
PublisherCambridge University Press
Number of pages38
Publication statusPublished - 2000

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