Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778)
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scientific article; zbMATH DE number 7813836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence |
scientific article; zbMATH DE number 7813836 |
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Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (English)
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6 March 2024
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cointegration
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heteroscedasticity and autocorrelation-robust (HAR) inference
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low-frequency transformation
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\(t\) test and \(F\) tests
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trasformed and augmented OLS (TA-OLS)
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