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Cointegration, variance shifts and the limiting distribution of the OLS estimator

✍ Scribed by Nikolaos Kourogenis; Nikitas Pittis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A comparison of autoregressive distribut

✍ Ekaterini Panopoulou; Nikitas Pittis 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 407 KB

The effects of autocorrelation among err

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✍ Søren Johansen 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 350 KB

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✍ Douce, J.L. 📂 Article 📅 1978 🏛 Institution of Electrical Engineers ⚖ 369 KB