Adaptive estimation of cointegrating regressions with ARMA errors

Journal of Econometrics

Volumn 85, Issue 2, 1998, Pages 231-267

  Hodgson, Douglas J ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Cointegration; Efficiency; Nonnormality; Semiparametric; Triangular models

Indexed keywords

EID: 0012947338     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00101-2     Document Type: Article

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