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The role of “leads” in the dynamic OLS estimation of cointegrating regression models · Study

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ArticleThe role of “leads” in the dynamic OLS estimation of cointegrating regression models

Kazuhiko Hayakawa2008

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Articlegreen2008

The role of “leads” in the dynamic OLS estimation of cointegrating regression models

Kazuhiko Hayakawa · Eiji Kurozumi

30 citations·0/0 files stored·Mathematics and Computers in Simulation

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Monetary Policy and Economic Impact Advanced Statistical Methods and Models Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1972MONEY, INCOME, AND CAUSALITY 1993Introduction to Multiple Time Series Analysis 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag 1992Canonical Cointegrating Regressions 1991Asymptotically Efficient Estimation of Cointegration Regressions

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2010International R&D spillovers in emerging markets: The impact of trade and foreign direct investment 2011Alternative estimators of cointegrating parameters in models with nonstationary data: an application to US export demand

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Details

Year2008

Typearticle

Published2008-03-10

VenueMathematics and Computers in Simulation

ISSN-L0378-4754

Languageen

Citations30

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.matcom.2008.02.027

openalex_workW2017541233

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