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Perpendicular Least Squares

Published online by Cambridge University Press:  11 February 2009

Bruce E. Hansen
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Type
Problems
Information
Econometric Theory , Volume 6 , Issue 4 , December 1990 , pp. 485
Copyright
Copyright © Cambridge University Press 1990

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References

1.Kang, H.Common deterministic trends, common factors, and co-integration. Advances in Econometrics 8 (1990): 249–269.Google Scholar
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3.Maddala, G.S.Econometrics. New York: McGraw-Hill, 1977.Google Scholar
4.Malinvaud, E.Statistical methods of econometrics, 3rd ed.Amsterdam: North-Holland, 1980.Google Scholar