The asymptotic validity of "standard" fully modified OLS estimation and inference in cointegrating polynomial regressions
Year of publication: |
2017
|
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Authors: | Stypka, Oliver ; Wagner, Martin ; Grabarczyk, Peter ; Kawka, Rafael |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | Cointegrating Polynomial Regression | Cointegration Test | EnvironmentalKuznets Curve | Fully Modified OLS Estimation | Integrated Process | Nonlinearity |
Series: | IHS Economics Series ; 333 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1001167597 [GVK] hdl:10419/183476 [Handle] RePEc:ihs:ihsesp:333 [RePEc] |
Classification: | C13 - Estimation ; C32 - Time-Series Models |
Source: |
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Stypka, Oliver, (2017)
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Cointegrating Polynomial Regressions
Hong, Seung Hyun, (2011)
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Cointegrating polynomial regressions: Fully modified OLS estimation and inference
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