Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (Q3796605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors |
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Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (English)
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1987
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tables
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convergence in probability
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vectorial time series
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linear combinations
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order of integration
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cointegrating vector
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Least squares estimators
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nonnormal random matrices
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asymptotic representations
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limiting distributions
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cointegrated processes
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error correction models
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