Fully modified estimation with cross-equation restrictions.

DOI10.1016/S0165-1765(01)00543-2zbMath1168.91485MaRDI QIDQ5958267

Richard Tiffin, Kelvin G. Balcombe

Publication date: 3 March 2002

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

CointegrationFully modifiedRestrictions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Statistical Inference in Instrumental Variables Regression with I(1) Processes
• A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors.
• Optimal Inference in Cointegrated Systems
• Multiple Time Series Regression with Integrated Processes

This page was built for publication: Fully modified estimation with cross-equation restrictions.