Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Year of publication: |
1999
|
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Authors: | Hodgson, Douglas J. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 14.1999, 6, p. 627-650
|
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Währungsderivat | Currency derivative | Systematischer Fehler | Bias | Theorie | Theory |
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