Two stage least squares estimation in structural cointegration models
type: Item
instance of: scholarly article
title: Two stage least squares estimation in structural cointegration models
zbMATH Open document ID: 0938.62061
DOI: 10.1007/BF02934634
author: Gunar Schröer
published in: Statistical Papers
publication date: 2000-06-13T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1396243
zbMATH Keywords: cointegration
zbMATH Keywords: fully modified estimation
zbMATH Keywords: simultaneous equation models
zbMATH Keywords: two stage least squares
describes a project that uses: GAUSS
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1396243