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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In Economics and Econometrics

  1. V. Erokhin
  2. Tianming Gao

In Finance

  1. V. Erokhin
  2. Tianming Gao

Citations in the corpus