Unifying estimation and inference for linear regression with stationary and integrated or near-integrated variables
Year of publication: |
2024
|
---|---|
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
|
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 |
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