Analysis of cointegration vectors using the GMM approach (Q1298431)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of cointegration vectors using the GMM approach |
scientific article |
Statements
Analysis of cointegration vectors using the GMM approach (English)
0 references
1998
0 references
Cointegration
0 references
Error correction models
0 references
Fully modified least squares
0 references
Generalized method of moments (GMM)
0 references
Instrumental variables
0 references
Unit roots
0 references
0 references
0 references
