Kurozumi, Eiji; Hayakawa, Kazuhiko - Institute of Economic Research, Hitotsubashi University - 2006
: Cointegration; second-order bias; fully modi ed regressions; canonical cointe-
grating regressions; dynamic ordinary least squares … dynamic ordinary least squares
(DOLS) method. These three e cient estimators|the FMR, CCR, and DOLS estimators|
are …