Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
| Year of publication: |
2011
|
|---|---|
| Authors: | Herwartz, Helmut ; Lütkepohl, Helmut |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 3, p. 281-291
|
| Publisher: |
Wiley Blackwell |