Adaptive estimation of cointegrating regressions with ARMA errors

Douglas Hodgson ()

Journal of Econometrics, 1998, vol. 85, issue 2, 231-267

Date: 1998
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Citations: View citations in EconPapers (18)

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Working Paper: Adaptive Estimation of Cointegrating Regressions with ARMA Errors (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:85:y:1998:i:2:p:231-267

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