scientific article

zbMATH Open0897.62129MaRDI QIDQ3842107

Gunar Schröer

Publication date: 23 August 1998

Title of this publication is not available (Why is that?)

zbMATH Keywords

bootstraprobustnesscointegrationunit rootordinary least squarestwo-stage least squaresstructural integrated models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (5)

Title not available (Why is that?) ⋮ Low-frequency robust cointegration testing ⋮ Testing for structural change in cointegrated regression models: some comparisons and generalizations ⋮ Testing, Estimation in GMM and CUE with Nearly-Weak Identification ⋮ Testing misspecified cointegrating relationships

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