✦ LIBER ✦

The role of “leads” in the dynamic OLS estimation of cointegrating regression models

✍ Scribed by Kazuhiko Hayakawa; Eiji Kurozumi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the asymptotic bias of OLS in dynamic

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Cointegration, variance shifts and the l

✍ Nikolaos Kourogenis; Nikitas Pittis 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 140 KB

The misspecification of dynamic regressi

✍ D.S.G. Pollock; Evangelia Pitta 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 806 KB

Efficient Estimation of the Seemingly Un

✍ Moon, Hyungsik Roger; Perron, Benoit 📂 Article 📅 2005 🏛 Taylor and Francis Group 🌐 English ⚖ 288 KB

[Advances in Econometrics] Nonstationary

✍ Kao, Chihwa 📂 Article 📅 2000 🏛 Emerald (MCB UP ) 🌐 English ⚖ 318 KB

Edited By Badi H. Baltagi. Includes Bibliographical References.