Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
By Timothy J. Vogelsang, Martin Wagner. 2014
61 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/eee2d5defbee2dc7d3ded2a525ee1c3e64843a49
How researchers see this paper
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In Economics and Econometrics
- Martin Wagner
- Seung-Hyun Hong
- Alexandra Leitão
- Olimpia Neagu
- Georg Müller-Fürstenberger
- N. Aslanidis
- Kuan-Min Wang
- James B. Ang
Citations in the corpus
- COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (2011, methodology): “Future research will extend the methods developed here to systems of seemingly unrelated cointegrating regressions and also the potential of extending other estimators, in particular the integrated modified OLS estimator of Vogelsang and Wagner (2010), to CPRs will be explored.”