Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518)
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scientific article; zbMATH DE number 5055938
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| English | Instrumental variables estimation of stationary and non‐stationary cointegrating regressions |
scientific article; zbMATH DE number 5055938 |
Statements
Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (English)
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22 September 2006
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cointegration
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instrumental variables estimation
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I(d) processes
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tables
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0.873190701007843
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0.8268734216690063
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0.8182215690612793
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0.7985479235649109
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0.7979833483695984
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