New small sample estimators for cointegration regression: Low-pass spectral filter method
| Year of publication: |
1995
|
|---|---|
| Authors: | Li, Yikang ; Maddala, G. S. ; Rush, Mark |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 47.1995, 2, p. 123-129
|
| Publisher: |
Elsevier |