Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Zhen Peng, Chaohua Dong
| Year of publication: |
2022
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|---|---|
| Authors: | Peng, Zhen ; Dong, Chaohua |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-7
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| Subject: | Augmented cointegrating linear regression | Joint convergence | Strongly correlated regressors | Unit root process | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102775 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553859