Panopoulou, Ekaterini; Pittis, Nikitas - In: Econometrics Journal 7 (2004) 2, pp. 585-617
This paper deals with a family of parametric, single-equation cointegration estimators that arise in the context of the autoregressive distributed lag (ADL) models. We particularly focus on a subclass of the ADL models, those that do not involve lagged values of the dependent variable, referred...