COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE
نویسندگان
چکیده
منابع مشابه
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1 Centro de Investigación y Docencia Económicas (CIDE), División de Economı́a, Carretera México-Toluca 3655 Col. Lomas de Santa Fe, Delegación Álvaro Obregón, México 01210, Mexico 2 Center for Research in Econometric Analysis of Time Series (CREATES) and Department of Economics and Business, Aarhus University, Fuglesangs Allé 4, Building 2622 (203), Aarhus V 8210, Denmark; E-Mail: vrodriguez@cre...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2015
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466615000213