Optimal estimation of cointegrated systems with irrelevant instruments
Peter C. B. Phillips
| Year of publication: |
2014
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 210-224
|
| Subject: | Asymptotic efficiency | Cointegrated system | Coverage probability | Instrumental variables | Irrelevant instrument | Karhunen–Loève representation | Optimal estimation | Orthonormal basis | Sieve estimation of stochastic processes | Trend basis | Trend likelihood | Schätztheorie | Estimation theory | IV-Schätzung | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010256172