A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error

✍ Scribed by Ekaterini Panopoulou; Nikitas Pittis

• Book ID: 110879990
• Publisher: John Wiley and Sons
• Year: 2004
• Tongue: English
• Weight: 407 KB
• Volume: 7
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2004.00145.x