Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (Q6093718)
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scientific article; zbMATH DE number 7736494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions |
scientific article; zbMATH DE number 7736494 |
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Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (English)
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12 September 2023
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fully modified estimation
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cointegrating polynomial regression
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generalized least squares
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hypothesis testing
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