Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
By Eiji Kurozumi, Kazuhiko Hayakawa. 2009
52 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/7c88c565b3a524eef0b22e1311f5b9a3e75bdf4a
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Citations in the corpus
- Impacts of COVID-19 on Trade and Economic Aspects of Food Security: Evidence from 45 Developing Countries (2020, methodology): “Similar to FMOLS, DOLS is applicable to small samples in the short term [110].”