Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment |
scientific article |
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Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (English)
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25 November 2011
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ADL
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cointegration
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DOLS
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nonlinear adjustment
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OLS
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