Adaptive estimation of cointegrating regressions with ARMA errors
| Year of publication: |
1998
|
|---|---|
| Authors: | Hodgson, Douglas J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 85.1998, 2, p. 231-267
|
| Publisher: |
Elsevier |