Title of article
Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors
Author/Authors
Dong Wan Shin، نويسنده , , Han Joon Kim، نويسنده , , Won-Chul Jhee، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
8
From page
75
To page
82
Keywords
Cointegration , Generalized least-squares estimator , Long-run covariance , Efficiency
Journal title
Statistics and Probability Letters
Serial Year
2007
Journal title
Statistics and Probability Letters
Record number
140876
Link To Document