A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error
- 25 November 2004
- journal article
- Published by Oxford University Press (OUP) in The Econometrics Journal
- Vol. 7 (2), 585-617
- https://doi.org/10.1111/j.1368-423x.2004.00145.x
Abstract
No abstract availableKeywords
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