Publication:4328700
From MaRDI portal
zbMath0994.62107MaRDI QIDQ4328700
Publication date: 29 April 2002
cointegration; ordinary least squares; GMM estimation; extremum estimators; ML-estimation; unit-root econometrics
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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