Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P20 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6600665 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
cointegration | |||
Property / zbMATH Keywords: cointegration / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
second-order bias | |||
Property / zbMATH Keywords: second-order bias / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
fully modified regressions | |||
Property / zbMATH Keywords: fully modified regressions / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
canonical cointegrating regressions | |||
Property / zbMATH Keywords: canonical cointegrating regressions / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
dynamic ordinary least squares regressions | |||
Property / zbMATH Keywords: dynamic ordinary least squares regressions / rank | |||
Normal rank |
Revision as of 23:09, 27 June 2023
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 |
Statements
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (English)
0 references
4 July 2016
0 references
cointegration
0 references
second-order bias
0 references
fully modified regressions
0 references
canonical cointegrating regressions
0 references
dynamic ordinary least squares regressions
0 references