Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415)
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scientific article; zbMATH DE number 1326104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of cointegrating regressions with ARMA errors |
scientific article; zbMATH DE number 1326104 |
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Adaptive estimation of cointegrating regressions with ARMA errors (English)
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5 June 2001
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cointegration
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triangular models
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semiparametric
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nonnormality
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efficiency
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ARMA process
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