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~institution:"Institute of Economic Research, Hitotsubashi University"
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Cowles Foundation for Research in Economics, Yale University
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models
Hayakawa, Kazuhiko
;
Kurozumi, Eiji
-
Institute of Economic Research, Hitotsubashi University
-
2006
; dynamic ordinary
least
squares
estimator
; Granger causality Hayakawa is a JSPS research fellow and acknowledges its nancial …
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