Integrated modified OLS estimation and fixed- inference for...

Journal of Econometrics 2014 / 2 Vol. 178; Iss. 2

Integrated modified OLS estimation and fixed- inference for cointegrating regressions

Vogelsang, Timothy J., Wagner, Martin
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Volume:
178
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.10.015
Date:
February, 2014
File:
PDF, 1.16 MB
english, 2014
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