Robust estimation for structural spurious regressions and a Hausman-type cointegration test
Chi-Young Choi; Ling Hu; Masao Ogaki
| Year of publication: |
2008
|
|---|---|
| Authors: | Choi, Chi-young ; Hu, Ling ; Ōgaki, Masao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 142.2008, 1, p. 327-351
|
| Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method |
| 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/10003608205