Zobrazeno 1 - 3
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pro vyhledávání: '"Grupe, Maximilian"'
Publikováno v:
27, IHS Working Paper, 53
This paper develops residual-based monitoring procedures for cointegrating polynomial regressions, i.e., regression models including deterministic variables, integrated processes as well as integer powers of integrated processes as regressors. The re
Externí odkaz:
https://www.ssoar.info/ssoar/handle/document/71217
Autor:
Grupe, Maximilian
This thesis investigates the finite sample performance of the fully modified OLS estimator for cointegrating polynomial regressions (CPR),developed by Wagner and Hong (2016), including stationary regressors to the model. To be precise, this thesis co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2fa9c624807bb64d4f76b62af42ddd0
Publikováno v:
Econometrics (2225-1146); Mar2021, Vol. 9 Issue 1, p12-12, 1p
