Cointegrating polynomial regressions : fully modified OLS estimation and inference
Martin Wagner, Seung Hyun Hong
| Year of publication: |
October 2016
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|---|---|
| Authors: | Wagner, Martin ; Hong, Seung Hyun |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 32.2016, 5, p. 1289-1315
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| Subject: | Kleinste-Quadrate-Methode | Least squares method | Kointegration | Cointegration | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466615000213 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661753