Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions |
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Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (English)
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7 August 2014
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bandwidth
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cointegration
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fixed-\(b\) asymptotics
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FM-OLS
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IM-OLS
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kernel
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