Asymptotically efficient estimation of cointegration regressions

Asymptotically efficient estimation of cointegration regressions

datePublished

• 1989

identifier

• propertyID: FI-FENNI value: 184574
• propertyID: FI-MELINDA value: 000039639
• propertyID: skl value: fx184574

isbn

• 9514551222

isPartOf

• Fennica
• Research report : university of Helsinki, Department of statistics

name

• Asymptotically efficient estimation of cointegration regressions

numberOfPages

• [3], 24, 18 s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Hki organizer: Helsingin yliopisto

publisher

• Helsingin yliopisto