Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (Q6093718)
From MaRDI portal
scientific article; zbMATH DE number 7736494
Language | Label | Description | Also known as |
---|---|---|---|
English | Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions |
scientific article; zbMATH DE number 7736494 |
Statements
Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (English)
0 references
12 September 2023
0 references
fully modified estimation
0 references
cointegrating polynomial regression
0 references
generalized least squares
0 references
hypothesis testing
0 references
0 references
0 references