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Instrumental variables estimation of stationary and non‐stationary cointegrating regressions - MaRDI portal

Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518)

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scientific article; zbMATH DE number 5055938
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English
Instrumental variables estimation of stationary and non‐stationary cointegrating regressions
scientific article; zbMATH DE number 5055938

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    Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (English)
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    22 September 2006
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    cointegration
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    instrumental variables estimation
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    I(d) processes
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    tables
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