Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Joakim Westerlund
| Year of publication: |
2007
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|---|---|
| Authors: | Westerlund, Joakim |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 3, p. 491-522
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| Subject: | Panel | Panel study | Schätztheorie | Estimation theory | 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/10003518507