The asymptotic validity of "standard" fully modified OLS estimation and inference in cointegrating polynomial regressions
Year of publication: |
[2017]
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Authors: | Stypka, Oliver ; Wagner, Martin ; Grabarczyk, Peter ; Kawka, Rafael |
Publisher: |
Wien : Institute for Advanced Studies |
Subject: | Cointegrating Polynomial Regression | Cointegration Test | EnvironmentalKuznets Curve | Fully Modified OLS Estimation | Integrated Process | Nonlinearity | Theorie | Theory | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (circa 50 Seiten) |
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Series: | IHS economics series : working paper. - Wien : IHS, ZDB-ID 2537878-8. - Vol. 333 (October 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Abweichender Titel: "Standard" FM-OLS in CPRs |
Other identifiers: | hdl:10419/183476 [Handle] |
Classification: | C13 - Estimation ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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