Normal estimators for cointegrating relationships
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Publication:1391055
DOI10.1016/S0165-1765(97)00063-3zbMath0899.90056MaRDI QIDQ1391055
Publication date: 22 July 1998
Published in: Economics Letters (Search for Journal in Brave)
Related Items (1)
Cites Work
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- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Canonical Cointegrating Regressions
- Fully Modified Least Squares and Vector Autoregression
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