Asymptotic Properties Of The Estimator Of The Long-Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors

✍ Scribed by Zonglu He; Koichi Maekawa; Michael McAleer

• Book ID: 108566588
• Publisher: John Wiley and Sons
• Year: 2003
• Tongue: English
• Weight: 196 KB
• Volume: 54
• Category: Article
• ISSN: 1352-4739
• DOI: 10.1111/1468-5876.t01-1-00068