Title of article
New small sample estimators for cointegration regression: Low-pass spectral filter method
Author/Authors
Yikang، نويسنده , , Li; Maddala، نويسنده , , G.S.; Rush، نويسنده , , Mark، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
7
From page
123
To page
129
Abstract
In this paper we propose a low-pass spectral filter method to estimate cointegrating vectors. The simulation study
Keywords
Cointegration , filtering , Small sample , Fully modified least squares
Journal title
Economics Letters
Serial Year
1995
Journal title
Economics Letters
Record number
433843
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