Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration (Q4368686)
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scientific article; zbMATH DE number 1094897
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| English | Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration |
scientific article; zbMATH DE number 1094897 |
Statements
Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration (English)
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4 December 1997
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two-stage least squares estimator
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dynamic simultaneous model
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hypothesis testing
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0.8812372088432312
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0.838947594165802
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0.8242422342300415
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0.8182987570762634
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