Showing 1 - 1 of 1
Reparameterization is common in econometrics with early examples in the form of Koyck transformations that started in the 1950s. Reparameterization can produce interesting models for estimation and inference. The paper specifically looks at reparameterization in unit root equations, and provides...
Persistent link: https://www.econbiz.de/10005042849