The UvA-LINKER will give you a range of other options to find the full text of a publication (including a direct link to the full-text if it is located on another database on the internet).
De UvA-LINKER biedt mogelijkheden om een publicatie elders te vinden (inclusief een directe link naar de publicatie online als deze beschikbaar is in een database op het internet).

Search results

Query: faculty: "FEB" and publication year: "1996"

AuthorH.P. Boswijk
TitleTesting identifiablility of cointegrating vectors
JournalJournal of Business & Economic Statistics
Volume14
Year1996
Issue2
Pages153-160
ISSN07350015
FacultyFaculty of Economics and Business
Institute/dept.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
KeywordsTesting
AbstractThis article analyzes the identification and normalization of cointegrating vectors. Normalizing a cointegrating relation with respect to one of the relevant variables is with loss of generality; and restrictions that are supposed to identify a vector may fail to do so for particular parameter values. I propose to tackle both problems by testing whether particular rank conditions are violated. It is shown that Johansen and Juselius's class of likelihood ratio statistics for structural hypotheses in a cointegrated Gaussian vector autoregression may be used for this purpose. The tests are applied to a model of the demand for money in the United Kingdom.
Document typeArticle
Document finderUvA-Linker