Analysis of cointegration vectors using the GMM approach (Q1298431)
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scientific article; zbMATH DE number 1326116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of cointegration vectors using the GMM approach |
scientific article; zbMATH DE number 1326116 |
Statements
Analysis of cointegration vectors using the GMM approach (English)
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1998
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Cointegration
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Error correction models
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Fully modified least squares
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Generalized method of moments (GMM)
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Instrumental variables
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Unit roots
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