Moment approximation for least-squares estimators in dynamic regression models with a unit root
Jan F. Kiviet and Garry D. A. Phillips
| Year of publication: |
2005
|
|---|---|
| Authors: | Kiviet, J. F. ; Phillips, Garry D. A. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 2, p. 115-142
|
| Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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/10003018790