Title of article
Normal estimators for cointegrating relationships
Author/Authors
Normal estimators for cointegrating relationships ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
5
From page
185
To page
189
Abstract
This paper proposes a strategy for estimating cointegrating relationships based on the first-differenced final form. We show that our procedure yields estimators of all parameters that are consistent and asymptotically normal when the model contains no constants or trends.
Keywords
Time series , cointegration , Simulation-based inference
Journal title
Economics Letters
Serial Year
1997
Journal title
Economics Letters
Record number
434318
Link To Document