A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error |
scientific article |
Statements
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (English)
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4 July 2005
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ADL
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DOLS
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FMLS
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cointegration estimators
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information criteria
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