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Doornik |
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86 (a) The long-run relationships are estimated following the Johansen procedure and using the program CATS by Dennis, Hansen, Johansen, and Juselius; whereas, the short-run structure has been estimated with PcFiml by Doornik and Hendry. Doornik and Hendry (no affiliations given) show teachers and researchers how to master the interface between PCGive and OxMetrics before providing tutorials on cointegration analysis, simultaneous equations and advanced VAR modelling. ] Van Doornik J, Masakado Y, Sinkjaer T, Nielsen JB. |
Doornik |
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