Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
Year of publication: |
2023
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Authors: | Wagner, Martin |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 228.2023, p. 1-5
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Subject: | Cointegrating polynomial regression | Fully modified estimation | Generalized least squares | Hypothesis testing | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
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