New small sample estimators for cointegration regression: Low-pass spectral filter method

Author: Yikang L.   Maddala G.S.   Rush M.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.47, Iss.2, 1995-02, pp. : 123-129

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract