Cointegrating polynomial regressions: Fully modified OLS estimation and inference
Year of publication: |
2011
|
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Authors: | Hong, Seung Hyun ; Wagner, Martin |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | cointegrating polynomial regression | fully modified OLS estimation | integrated process , testing |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 734405871 [GVK] hdl:10419/68510 [Handle] RePEc:ihs:ihsesp:264 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C32 - Time-Series Models |
Source: |
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