Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107): Difference between revisions
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Revision as of 00:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors |
scientific article |
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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (English)
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4 July 2016
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cointegration
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second-order bias
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fully modified regressions
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canonical cointegrating regressions
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dynamic ordinary least squares regressions
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