New small sample estimators for cointegration regression: Low-pass spectral filter method
| Year of publication: |
1995
|
|---|---|
| Authors: | Li, Y. ; Maddala, G.S. ; Rush, M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 47.1995, 2, p. 123-130
|