Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Eiji Kurozumi; Kazuhiko Hayakawa
| Year of publication: |
Dec. 2006
|
|---|---|
| Other Persons: | Kurozumi, Eiji (contributor) ; Hayakawa, Kazuhiko (contributor) |
| Publisher: |
Tokyo : Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences, Inst. of Economic Research |
| Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Systematischer Fehler | Bias |
| Extent: | Online-Ressource, 33, [26] S. = 485 KB, Text graph. Darst. |
|---|---|
| Series: | Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences. - Tōkyō : [Verlag nicht ermittelbar], ZDB-ID 2201112-2. - Vol. 197 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003397116