Pages that link to "Item:Q3023041"
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The following pages link to A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041):
Displayed 3 items.
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)