Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression

DOI10.1023/A:1023954024420zbMath1042.91085MaRDI QIDQ1397402

D. Massart

Publication date: 6 August 2003

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulation; cointegration; asymmetric adjustment; equilibrium relationship

Mathematics Subject Classification ID

60C05: Combinatorial probability

91B82: Statistical methods; economic indices and measures