Estimation and inference on long-run equilibria : a simulation study
Year of publication: |
2001
|
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Authors: | Cappuccio, Nunzio ; Lubian, Diego |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 20.2001, 1, p. 61-84
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Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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