Integrated modified least squares estimation and (fixed-b) inference for systems of cointegrating multivariate polynomial regression
authors: Sebastian Veldhuis, Martin Wagner
| Year of publication: |
2024
|
|---|---|
| Authors: | Veldhuis, Sebastian ; Wagner, Martin |
| Publisher: |
Ljubljana : Banka Slovenije |
| Subject: | Integrated Modified Estimation | Cointegrating Multivariate Polynomial Regression | Fixed-b Inference | Generalized Least Squares | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
| Extent: | 1 Online-Ressource (circa 27 Seiten) |
|---|---|
| Series: | Banka Slovenije working papers. - Ljubljana : Banka Slovenije, ZDB-ID 3031821-X. - Vol. 2024, December |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-961-7230-11-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015163143