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Five alternative methods of estimating long-run equilibrium relationships · Study

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ArticleFive alternative methods of estimating long-run equilibrium relationships

Jesús Gonzalo1994

OA

Articlegreen1994

Five alternative methods of estimating long-run equilibrium relationships

1,129 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Statistical and numerical algorithms Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1936The Approximation of One Matrix by Another of Lower Rank 1988Testing for Common Trends 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors 1991Asymptotically Efficient Estimation of Cointegration Regressions 1991Optimal Inference in Cointegrated Systems

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Year1994

Typearticle

Published1994-01-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations1,129

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-4076(94)90044-2

openalex_workW1979897566

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