Low-pass filtered least squares estimators of cointegrating vectors

Journal of Econometrics

Volumn 85, Issue 2, 1998, Pages 289-316

  Li, Yikang ^a,b  

^a UNIVERSITY OF FLORIDA   (United States)

^b NONE   (United States)

Author keywords

Bias reduction; Fully modified least squares; Low pass filter; OLS

Indexed keywords

EID: 0042352314     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(97)00103-6     Document Type: Article

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