Comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error

Panopoulou, ekaterini and Pittis, Nikitas

Comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error J5709 2007 - 2007 - 385-617 V. 07 Issue. 2


Econometrics

ADL;DOLS;FMLS;Cointegration estimators;Information criteria;

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