Adaptive estimation of error correction models
Year of publication: |
1998
|
---|---|
Authors: | Hodgson, Douglas J. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 1, p. 44-69
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
-
Econometric fine art valuation by combining hedonic and repeat-sales information
Galbraith, John W., (2018)
-
Linton, Oliver, (2001)
-
Testing forward exchange rate unbiasedness efficiently: A semiparametric approach
Hodgson, Douglas J., (2004)
- More ...