Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation of cointegrated systems with irrelevant instruments |
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Optimal estimation of cointegrated systems with irrelevant instruments (English)
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6 August 2014
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asymptotic efficiency
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cointegrated system
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coverage probability
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instrumental variables
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irrelevant instrument
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Karhunen-Loève representation
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optimal estimation
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orthonormal basis
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sieve estimation of stochastic processes
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trend basis
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trend likelihood
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