Cointegration, variance shifts and the limiting distribution of the OLS estimator
Nikolaos Kourogenis, Nikitas Pittis
| Year of publication: |
2008
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|---|---|
| Authors: | Kourogenis, Nikolaos ; Pittis, Nikitas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 99.2008, 1, p. 103-106
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| Subject: | Kleinste-Quadrate-Methode | Least squares method | Kointegration | Cointegration | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723250