메뉴 건너뛰기




Volumn 65, Issue 1, 1999, Pages 25-31

A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors

Author keywords

C32; Fully modified estimation; Seemingly unrelated regressions

Indexed keywords


EID: 0003153229     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00129-9     Document Type: Article
Times cited : (23)

References (9)
  • 1
    • 0001758906 scopus 로고
    • Heteroskedasticity and autocorrelation consistent covariance matrix estimation
    • Andrews D.W.K. Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica. 59:1991;817-858.
    • (1991) Econometrica , vol.59 , pp. 817-858
    • Andrews, D.W.K.1
  • 2
    • 0032335303 scopus 로고    scopus 로고
    • Testing the stationarity of interest rates using a SUR approach
    • Balz C. Testing the stationarity of interest rates using a SUR approach. Economics Letters. 60:1998;147-150.
    • (1998) Economics Letters , vol.60 , pp. 147-150
    • Balz, C.1
  • 4
    • 84974399466 scopus 로고
    • Statistical inference in regressions with integrated processes: Part 1
    • Park J., Phillips P.C.B. Statistical inference in regressions with integrated processes: part 1. Econometric Theory. 4:1988;468-497.
    • (1988) Econometric Theory , vol.4 , pp. 468-497
    • Park, J.1    Phillips, P.C.B.2
  • 5
    • 84974291840 scopus 로고
    • Partially identified econometric models
    • Phillips P.C.B. Partially identified econometric models. Econometric Theory. 5:1989;181-240.
    • (1989) Econometric Theory , vol.5 , pp. 181-240
    • Phillips, P.C.B.1
  • 6
    • 0000880923 scopus 로고
    • Optimal inference in cointegrated systems
    • Phillips P.C.B. Optimal inference in cointegrated systems. Econometrica. 59:1991;283-306.
    • (1991) Econometrica , vol.59 , pp. 283-306
    • Phillips, P.C.B.1
  • 7
    • 0029426729 scopus 로고
    • Fully modified least squares and vector autoregression
    • Phillips P.C.B. Fully modified least squares and vector autoregression. Econometrica. 63:1995;1023-1078.
    • (1995) Econometrica , vol.63 , pp. 1023-1078
    • Phillips, P.C.B.1
  • 8
    • 84959818799 scopus 로고
    • Statistical inference in instrumental variables regressions with I(1) processes
    • Phillips P.C.B., Hansen B. Statistical inference in instrumental variables regressions with I(1) processes. Review of Economic Studies. 57:1990;99-125.
    • (1990) Review of Economic Studies , vol.57 , pp. 99-125
    • Phillips, P.C.B.1    Hansen, B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.