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Dynamic seemingly unrelated cointegrating regressions

Mark, Nelson C.; Ōgaki, Masao; Sul, Donggyu - In: The review of economic studies 72 (2005) 3, pp. 797-820

Persistent link: https://www.econbiz.de/10002960490

Dynamic seemingly unrelated cointegrating regression

Mark, Nelson C. (contributor); Ōgaki, Masao (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003114687

Arbeiten mit ökonometrischen Modellen

Gaab, Werner (ed.) - 2004 - 1. Aufl.

Einzelgleichungsregressionsmodell.- J. Wolters: Dynamische Regressionsmodelle.- U. Hassler: Leitfaden zum Testen und Schätzen von Kointegration.- W …

Persistent link: https://www.econbiz.de/10001847043

Dynamic seemingly unrelated cointegrating regression

Mark, Nelson C.; Ōgaki, Masao; Sul, Donggyu - 2003

Persistent link: https://www.econbiz.de/10001873277

Dynamic seemingly unrelated cointegrating regression

Mark, Nelson C.; Ōgaki, Masao; Sul, Donggyu - 2003

Persistent link: https://www.econbiz.de/10001752925

Dynamic Seemingly Unrelated Cointegrating Regression

Mark, Nelson C.; Ogaki, Masao; Sul, Donggyu - 2021

Multiple cointegrating regressions are frequently encountered in empirical work as, for example, in the analysis of panel data. When the equilibrium errors are correlated across equations, the seemingly unrelated regression estimation strategy can be applied to cointegrating regressions to...

Persistent link: https://www.econbiz.de/10013232465