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person:"Giles, David E. A."
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~person:"Horowitz, Joel"
~person:"McAleer, Michael"
~source:"econis"
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Giles, David E. A.
Horowitz, Joel
McAleer, Michael
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The Japanese economic review : the journal of the Japanese Economic Association
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Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors
He, Zonglu
;
Maekawa, Koichi
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
4
,
pp. 420-438
Persistent link: https://www.econbiz.de/10001866933
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On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin
- In:
The Japanese economic review : the journal of the …
48
(
1997
)
4
,
pp. 368-389
Persistent link: https://www.econbiz.de/10001235670
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