Integrated modified OLS estimation and fixed-b inference for cointegrating multivariate polynomial regressions
Year of publication: |
2024
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Authors: | Vogelsang, Timothy J. ; Wagner, Martin |
Publisher: |
Vienna : Institut für Höhere Studien - Institute for Advanced Studies (IHS) |
Subject: | Cointegration | fixed-b asymptotics | IM-OLS | multivariate polynomials | nonlinearity | RESET |
Series: | IHS Working Paper ; 53 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1887039155 [GVK] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C32 - Time-Series Models |
Source: |
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Vogelsang, Timothy J., (2024)
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J., (2014)
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
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