EconPapers    
Economics at your fingertips  
 

COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE

Martin Wagner and Seung Hyun Hong

Econometric Theory, 2016, vol. 32, issue 05, 1289-1315

Date: 2016
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://journals.cambridge.org/abstract_S0266466615000213 link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:32:y:2016:i:05:p:1289-1315_00

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Series data maintained by Keith Waters ().

 
Page updated 2017-07-04
Handle: RePEc:cup:etheor:v:32:y:2016:i:05:p:1289-1315_00