Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models

Econometrics Journal

Volumn 10, Issue 1, 2007, Pages 49-81

  Hsiao, Cheng ^a,b   Wang, Siyan ^c  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^c UNIVERSITY OF DELAWARE   (United States)

Author keywords

Cointegration; Hypothesis testing; Nonstationary time series; Structural vector autoregressions; Two and three stage least squares

Indexed keywords

EID: 33847664174     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2007.00199.x     Document Type: Article

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