Open AccessFully Modified Estimation with Nearly Integrated Regressors
Author(s) -
Erik Hjalmarsson
Publication year - 2006
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2006.854
Subject(s) - estimation , unit root , extension (predicate logic) , econometrics , unit root test , statistics , mathematics , test (biology) , unit (ring theory) , economics , computer science , cointegration , geology , paleontology , mathematics education , management , programming language