Cointegrating polynomial regressions : robustness of fully modified OLS
Oliver Stypka, Martin Wagner, Peter Grabarczyk, Rafael Kawka
| Year of publication: |
2025
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|---|---|
| Authors: | Stypka, Oliver ; Wagner, Martin ; Grabarczyk, Peter ; Kawka, Rafael |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 41.2025, 3, p. 688-708
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| Subject: | Kleinste-Quadrate-Methode | Least squares method | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466624000033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015449574