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Volumn 14, Issue 1, 1998, Pages 44-69

Adaptive estimation of error correction models

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[No Author keywords available]

Indexed keywords


EID: 0032340380     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466698141026     Document Type: Article
Times cited : (20)

References (21)
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  • 3
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  • 5
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    • Testing the unbiased forward rate hypothesis: Evidence on unit roots, co-integration, and stochastic coefficients
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    • Co-integration and error correction: Representation, estimation, and testing
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    • Engle, R.F.1    Granger, C.W.J.2
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    • Mandelbrot and the stable Paretian hypothesis
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  • 15
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    • Efficiency of estimates - Part I
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  • 17
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    • Market efficiency and cointegration: An application to the sterling and deutschemark exchange markets
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  • 18
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    • Adaptive estimation of cointegrating regressions with ARMA errors
    • in press
    • Hodgson, D.J. (in press) Adaptive estimation of cointegrating regressions with ARMA errors. Journal of Econometrics.
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  • 20
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.