On the comparison of OLS and GLS in cointegration regressions
Year of publication: |
1997
|
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Authors: | Jo, Sunghan ; Park, Joon Y. |
Published in: |
Journal of economic theory and econometrics : journal of The Korean Econometric Society. - Seoul, ISSN 1229-2893, ZDB-ID 2024324-8. - Vol. 3.1997, 2, p. 1-12
|
Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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