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Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression - MaRDI portal

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Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression (Q1397402)

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scientific article; zbMATH DE number 1960215
Language Label Description Also known as
English
Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression
scientific article; zbMATH DE number 1960215

    Statements

    title
    Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression (English)
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    author
    D. Massart
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    publication date
    6 August 2003
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    zbMATH Keywords
    asymmetric adjustment
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    equilibrium relationship
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    cointegration
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    Monte Carlo simulation
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    Identifiers

    zbMATH DE Number
    1960215
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    OpenAlex ID
    W1545884186
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