Cointegrating polynomial regressions: fully modified OLS estimation and inference (Q2976210)
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scientific article; zbMATH DE number 6708987
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| English | Cointegrating polynomial regressions: fully modified OLS estimation and inference |
scientific article; zbMATH DE number 6708987 |
Statements
COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (English)
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28 April 2017
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polynomial regressions
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Gaussian mixture limiting distribution
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0.8749741911888123
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0.8749741911888123
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0.8530088067054749
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0.838839054107666
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0.8188900351524353
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