COINTEGRATION, EXOGENEITY, AND POLICY ANALYSIS - AN OVERVIEW

被引：60
作者：
ERICSSON, NR
机构：
来源：
JOURNAL OF POLICY MODELING | 1992年 / 14卷 / 03期
关键词：
D O I：
10.1016/0161-8938(92)90001-S
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This overview describes the concepts of cointegration and exogeneity, focusing on analytical structure, statistical inference, and implications for policy analysis. Examples help clarify the concepts. The remainder of the overview summarizes the articles in this two-part special issue entitled Cointegration, Exogeneity, and Policy Analysis.
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页码：251 / 280
页数：30
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