Statistical inference in instrumental variables regression with I(1) processes
Year of publication: |
1990
|
---|---|
Authors: | Phillips, Peter C. B. |
Other Persons: | Hansen, Bruce E. (contributor) |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 57.1990, 1, p. 99-125
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Hansen, Bruce E., (2014)
-
Econometric theory and practice : frontiers of analysis and applied research
Corbae, Dean, (2006)
-
residual-Based Tests for Cointegration in Models with Regime Shifts
w. Gregory, Allan, (1992)
- More ...