Title of article :
New small sample estimators for cointegration regression: Low-pass spectral filter method
Author/Authors :
Yikang، نويسنده , , Li; Maddala، نويسنده , , G.S.; Rush، نويسنده , , Mark، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
In this paper we propose a low-pass spectral filter method to estimate cointegrating vectors. The simulation study
Keywords :
Cointegration , filtering , Small sample , Fully modified least squares
Journal title :
Economics Letters
Journal title :
Economics Letters
