Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Year of publication: |
2011
|
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Authors: | Vogelsang, Timothy J. ; Wagner, Martin |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | bandwidth | cointegration | fixed-b asymptotics | fully modified OLS | IM-OLS | kernel |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 734422709 [GVK] hdl:10419/68500 [Handle] RePEc:ihs:ihsesp:263 [RePEc] |
Classification: | C31 - Cross-Sectional Models; Spatial Models ; C32 - Time-Series Models |
Source: |
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Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions
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