Adaptive estimation of cointegrating regressions with ARMA errors
type: Item
instance of: scholarly article
title: Adaptive estimation of cointegrating regressions with ARMA errors
zbMATH Open document ID: 0961.62075
DOI: 10.1016/S0304-4076(97)00101-2
author: Douglas J. Hodgson
published in: Journal of Econometrics
publication date: 2001-06-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1326104
zbMATH Keywords: cointegration
zbMATH Keywords: triangular models
zbMATH Keywords: semiparametric
zbMATH Keywords: nonnormality
zbMATH Keywords: efficiency
zbMATH Keywords: ARMA process
MaRDI profile type: Publication
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full work available at URL: s0304-4076(97)00101-2
OpenAlex ID: W2105371966
Wikidata QID: Q128081599
description: scientific article; zbMATH DE number 1326104