Low-pass filtered least squares estimators of cointegrating vectors (Q1298417)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1326106
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Low-pass filtered least squares estimators of cointegrating vectors |
scientific article; zbMATH DE number 1326106 |
Statements
Low-pass filtered least squares estimators of cointegrating vectors (English)
0 references
5 June 2001
0 references
low-pass filter
0 references
bias reduction
0 references
fully modified least squares
0 references
OLS
0 references
0 references
0.8773198127746582
0 references
0.8077839612960815
0 references
0.7840613126754761
0 references
0.7832435965538025
0 references
