Pages that link to "Item:Q672881"
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The following pages link to Comparing cointegrating regression estimators: (Q672881):
Displaying 5 items.
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067) (← links)
- Has trade become more responsive to income? Assessing the evidence for US imports (Q2416061) (← links)
- A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041) (← links)
- Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)