مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors

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 :

From page :

To page :

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 :