Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression (Q1397402)
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scientific article; zbMATH DE number 1960215
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| English | Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression |
scientific article; zbMATH DE number 1960215 |
Statements
Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression (English)
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6 August 2003
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asymmetric adjustment
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equilibrium relationship
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cointegration
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Monte Carlo simulation
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0.7537299990653992
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0.752313494682312
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0.7487931847572327
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0.7466662526130676
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