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  • Search: subject:"canonical cointegrating regressions"
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Year of publication
Subject
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Cointegration 1 canonical cointegrating regressions 1 dynamic ordinary least squares regressions 1 fully modified regressions 1 second-order bias 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Hayakawa, Kazuhiko 1 Kurozumi, Eiji 1
Institution
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Institute of Economic Research, Hitotsubashi University 1
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Hi-Stat Discussion Paper Series 1
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RePEc 1
Showing 1 - 1 of 1
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Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors
Kurozumi, Eiji; Hayakawa, Kazuhiko - Institute of Economic Research, Hitotsubashi University - 2006
Statistical Society 90, 268-281. [16] Park, J. Y. (1992) Canonical Cointegrating Regressions. Econometrica 60, 119-143. [17 …
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