Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6600665
@@ 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