FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION...

Econometric Theory 2006 / 8 Vol. 22; Iss. 4

FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS

Bunzel, Helle
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Volume:
22
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466606060348
Date:
August, 2006
File:
PDF, 123 KB
english, 2006
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