Adaptive estimation of cointegrating regressions with ARMA errors
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Publication:1298415
DOI10.1016/S0304-4076(97)00101-2zbMath0961.62075OpenAlexW2105371966WikidataQ128081599 ScholiaQ128081599MaRDI QIDQ1298415
Publication date: 5 June 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00101-2
Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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