New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New small sample estimators for cointegration regression: low-pass spectral filter method |
scientific article |
Statements
New small sample estimators for cointegration regression: low-pass spectral filter method (English)
0 references
28 February 1997
0 references
Cointegration
0 references
Filtering
0 references
Fully modified least squares
0 references
Small sample
0 references
simulation
0 references
