Long-Run Covariance and its Applications in Cointegration Regression

By Qunyong Wang, Na Wu. 2012

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/dcb063cc8c76b42afff9364ef9bd2ba51c97a9e5

Citations in the corpus

• ardl: Estimating autoregressive distributed lag and equilibrium correction models (2018, unknown): “In section 5, we illustrate the approach”