Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107)
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scientific article; zbMATH DE number 6600665
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| English | Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors |
scientific article; zbMATH DE number 6600665 |
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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (English)
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4 July 2016
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cointegration
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second-order bias
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fully modified regressions
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canonical cointegrating regressions
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dynamic ordinary least squares regressions
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0.7567345499992371
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0.7451636791229248
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0.7451636791229248
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0.7425940632820129
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