Open AccessGMM Estimation for Seasonal Cointegration
Author(s) -
Suk-Kyung Park,
Sinsup Cho,
Byeong-Chan Seon
Publication year - 2011
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2011.24.2.227
Subject(s) - estimator , generalized method of moments , cointegration , mathematics , maximum likelihood , extension (predicate logic) , estimation , asymptotic distribution , econometrics , statistics , economics , computer science , management , programming language