Hostname: page-component-586b7cd67f-rcrh6 Total loading time: 0 Render date: 2024-11-25T04:09:16.292Z Has data issue: false hasContentIssue false
  • English
  • Français

Fully Modified Least Squares in 1(2) Regression

Published online by Cambridge University Press:  11 February 2009

David Harris
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 12 , Issue 1 , March 1996 , pp. 201 - 204
Copyright
Copyright © Cambridge University Press 1996

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Park, J.Y. & Phillips, P.C.B. (1989) Statistical inference in regressions with integrated processes: Part 2. Econometric Theory 5, 95–131.CrossRefGoogle Scholar
Phillips, P.C.B. (1991a) Optimal inference in cointegrated systems. Econometrica 59, 283–306.CrossRefGoogle Scholar
Phillips, P.C.B. (1991b) Spectral regression for cointegrated time series. In Barnett, W. (ed.), Nonparametric and Semiparametric Methods in Econometrics and Statistics, pp. 413–435. Cambridge: Cambridge University Press.Google Scholar
Phillips, P.C.B. & Hansen, B.E. (1990) Statistical inference in instrumental variables regression with 1(1) processes. Review of Economic Studies 57, 99–125.CrossRefGoogle Scholar