Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market

Douglas J. Hodgson

Year of publication:	1999
Authors:	Hodgson, Douglas J.
Published in:	Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 14.1999, 6, p. 627-650
Subject:	Schätztheorie \| Estimation theory \| Kointegration \| Cointegration \| Währungsderivat \| Currency derivative \| Systematischer Fehler \| Bias \| Theorie \| Theory

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