Unifying estimation and inference for linear regression with stationary and integrated or near-integrated variables
Shaoxin Hong, Daniel J. Henderson, Jiancheng Jiang, Qingshan Ni
| Year of publication: |
2024
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|---|---|
| Authors: | Hong, Shaoxin ; Henderson, Daniel J. ; Jiang, Jiancheng ; Ni, Qingshan |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 22.2024, 5, p. 1397-1420
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| Subject: | integrated | nearly integrated | random weighting | unit roots | weighted estimation equation | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbad030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338804