Low-pass filtered least squares estimators of cointegrating vectors (Q1298417)
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scientific article; zbMATH DE number 1326106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low-pass filtered least squares estimators of cointegrating vectors |
scientific article; zbMATH DE number 1326106 |
Statements
Low-pass filtered least squares estimators of cointegrating vectors (English)
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5 June 2001
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low-pass filter
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bias reduction
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fully modified least squares
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OLS
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