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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
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Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometric reviews 19 (2000) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
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Estimation of high-dimensional seemingly unrelated regression models
Tan, Lidan; Chiong, Khai Xiang; Moon, Hyungsik Roger - In: Econometric reviews 40 (2021) 9, pp. 830-851
Persistent link: https://www.econbiz.de/10012624541
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Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-324
Persistent link: https://www.econbiz.de/10006878529