The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352)
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scientific article; zbMATH DE number 5383109
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| English | The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models |
scientific article; zbMATH DE number 5383109 |
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The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (English)
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17 December 2008
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cointegration
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dynamic ordinary least squares estimator
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Granger causality
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0.9133496
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0.8784824
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0.83188766
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0.82218426
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0.8186324
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0.81772524
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