Canonical Cointegrating Regressions
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Publication:4006258
DOI10.2307/2951679zbMath0749.62047OpenAlexW2068775076MaRDI QIDQ4006258
Publication date: 26 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951679
least squares procedurecanonical cointegrating regressionsasymptotically efficient estimatorschi-square tests
Applications of statistics to economics (62P20) Density estimation (62G07) Linear regression; mixed models (62J05)
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