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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scientific article; zbMATH DE number 2185922
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| English | A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error |
scientific article; zbMATH DE number 2185922 |
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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0.8497393131256104
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0.8173703551292419
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0.8173703551292419
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0.7729261517524719
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0.7638499736785889
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