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Ökonometrische Analyse dynamischer Anteilsgleichungen
Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 106 (1986), Iss. 6 : pp. 605–622
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Ronning, Gerd
References
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Abstract
Linear dynamic share equations of autoregressive type have to recognize a huge amount of implicit restrictions on the structural parameters. The paper shows that stability analysis and the choice of an optimal model cannot be treated independently of those restrictions.