Moment approximation for least squares estimators in dynamic regression models with a unit root
Jan F. Kiviet ; Garry D. A. Phillips
| Year of publication: |
1999
|
|---|---|
| Authors: | Kiviet, J. F. ; Phillips, Garry D. A. |
| Institutions: | University of Exeter / Department of Economics (contributor) |
| Publisher: |
Exeter : Univ. of Exeter, School of Business and Economics, Dep. of Economics |
| Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | 30 S |
|---|---|
| Series: | Discussion papers in economics. - Exeter, ISSN 1473-3293, ZDB-ID 2199452-3. - Vol. 99/09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001398338