Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Richard Anderson, Hailong Qian and Robert Rasche
| Year of publication: |
2006
|
|---|---|
| Other Persons: | Anderson, Richard G. (contributor) ; Qian, Hailong (contributor) ; Rasche, Robert H. (contributor) |
| Publisher: |
St. Louis, Mo. : Federal Reserve Bank of St. Louis, Research Division |
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätzung | Estimation |
| Extent: | Online-Ressource (45 S.) |
|---|---|
| Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2006,050 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003740180