Low-pass filtered least squares estimators of cointegrating vectors
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Publication:1298417
DOI10.1016/S0304-4076(97)00103-6zbMath0961.62083MaRDI QIDQ1298417
Publication date: 5 June 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
65C05: Monte Carlo methods
Cites Work
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