Estimator Choice and Fisher's Paradox: A Monte Carlo Study

Econometric Reviews

Volumn 23, Issue 1, 2004, Pages 25-52

  Caporale, Guglielmo Maria ^a   Pittis, Nikitas ^b  

^a LONDON SOUTH BANK UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF PIRAEUS   (Greece)

Author keywords

Cointegration; Fisher's paradox; Monte Carlo analysis; Single equation estimators

Indexed keywords

EID: 1642379356     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-120028835     Document Type: Article

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