Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Timothy J. Vogelsang, Martin Wagner
| Year of publication: |
2011
|
|---|---|
| Authors: | Vogelsang, Timothy J. ; Wagner, Martin |
| Publisher: |
Wien : Inst. für Höhere Studien (IHS) |
| Subject: | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory | Ökonometrie | Regressionsanalyse |
| Extent: | 43 S. graph. Darst. 30 cm |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 263 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C31 - Cross-Sectional Models; Spatial Models ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008902919