scientific article; zbMATH DE number 1735137

Publication date: 29 April 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

cointegration ordinary least squares GMM estimation extremum estimators ML-estimation unit-root econometrics

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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