Statistical properties of the two-stage least squares estimators under cointegration
Year of publication: |
1997
|
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Authors: | Hsiao, Cheng |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 64.1997, 3, p. 385-398
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Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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