Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780)
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scientific article; zbMATH DE number 6325793
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| English | Optimal estimation of cointegrated systems with irrelevant instruments |
scientific article; zbMATH DE number 6325793 |
Statements
Optimal estimation of cointegrated systems with irrelevant instruments (English)
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6 August 2014
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asymptotic efficiency
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cointegrated system
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coverage probability
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instrumental variables
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irrelevant instrument
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Karhunen-Loève representation
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optimal estimation
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orthonormal basis
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sieve estimation of stochastic processes
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trend basis
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trend likelihood
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0.828288733959198
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0.808550238609314
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0.7992209196090698
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0.7985479235649109
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0.7911081314086914
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