Optimal Estimation of Cointegrated Systems with Irrelevant Instruments
Year of publication: |
2006-01
|
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Authors: | Phillips, Peter C. B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotic efficiency | Cointegrated system | Instrumental variables | Irrelevant instrument | Karhunen-Loeve representation | Long memory | Optimal estimation | Orthonormal basis | Trend basis | Trend likelihood |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1400 Published in Journal of Econometrics (January 2014), 178(2): 210-214 The price is None Number 1547 44 pages |
Classification: | C22 - Time-Series Models |
Source: |
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