Stochastic cointegration: estimation and inference. (Q1867746): Difference between revisions
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| Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank | |||
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| Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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| Property / cites work: Heteroskedastic cointegration / rank | |||
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| Property / cites work: Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0304-4076(02)00111-2 / rank | |||
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Latest revision as of 08:30, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic cointegration: estimation and inference. |
scientific article |
Statements
Stochastic cointegration: estimation and inference. (English)
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2 April 2003
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Stochastic cointegration
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Heteroscedastic integration and cointegration
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Instrumental variables
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