Pitfalls in estimating cointegrating vector when cointegration relationship has nonlinear adjust\-ment (Q3102865)
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scientific article; zbMATH DE number 5980495
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| English | Pitfalls in estimating cointegrating vector when cointegration relationship has nonlinear adjust\-ment |
scientific article; zbMATH DE number 5980495 |
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Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (English)
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25 November 2011
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ADL
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cointegration
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DOLS
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nonlinear adjustment
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OLS
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0.7885880470275879
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0.78106689453125
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0.7737882137298584
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0.7729261517524719
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0.7655418515205383
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