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

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