High-dimensional IV cointegration estimation and inference (Q6193065)
From MaRDI portal
scientific article; zbMATH DE number 7803963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional IV cointegration estimation and inference |
scientific article; zbMATH DE number 7803963 |
Statements
High-dimensional IV cointegration estimation and inference (English)
0 references
13 February 2024
0 references
cointegration
0 references
HAR inference
0 references
high-dimensional IV
0 references
long run variance matrix
0 references
multicointegration
0 references
singularity
0 references
trend IV estimation
0 references
0 references
0 references
