COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (Q2976210)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE |
scientific article |
Statements
COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (English)
0 references
28 April 2017
0 references
polynomial regressions
0 references
Gaussian mixture limiting distribution
0 references
0 references