When Bias Contributes to Variance : True Limit Theory in Functional Coefficient Cointegrating Regression
Year of publication: |
[2022]
|
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Authors: | Phillips, Peter C. B. ; Wang, Ying |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Regressionsanalyse | Regression analysis | Kointegration | Cointegration |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics. DOI: 10.1016/j.jeconom.2021.09.007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2021 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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