Estimation in dynamic regression with an integrated process
type: Item
instance of: scholarly article
title: Estimation in dynamic regression with an integrated process
zbMATH Open document ID: 0883.62102
DOI: 10.1016/0378-3758(95)00041-0
author: Yanyan Li
published in: Journal of Statistical Planning and Inference
publication date: 1998-03-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 906603
zbMATH Keywords: super-consistency
zbMATH Keywords: dynamic regression
zbMATH Keywords: integrated process
zbMATH Keywords: cointegration
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00041-0
OpenAlex ID: W2058571735
cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
cites work: Q3281479
cites work: Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
cites work: Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
cites work: Understanding spurious regressions in econometrics
cites work: Time Series Regression with a Unit Root
cites work: Multiple Time Series Regression with Integrated Processes
cites work: Econometric Estimators and the Edgeworth Approximation
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description: scientific article; zbMATH DE number 906603