Alternative estimators of cointegrating parameters in models with nonstationary data : an application to US export demand
James J. Forest and Paul Turner
| Year of publication: |
2013
|
|---|---|
| Authors: | Forest, James J. ; Turner, Paul |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 4/6, p. 629-636
|
| Subject: | Export | Kaufkraftparität | Purchasing power parity | Außenhandel | Foreign trade | Kointegration | Cointegration | Dynamische Optimierung | Dynamic programming | Kleinste-Quadrate-Methode | Least squares method | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | 1978-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009715020