A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error
Ekaterini Panopoulou and Nikitas Pittis
| Year of publication: |
2004
|
|---|---|
| Authors: | Panopulu, Aikaterinē ; Pittis, Nikitas |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 2, p. 585-617
|
| Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002463690