Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325)
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scientific article; zbMATH DE number 5133032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors |
scientific article; zbMATH DE number 5133032 |
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Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (English)
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12 March 2007
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cointegration
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efficiency
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generalized least-squares estimator
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long-run covariance
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