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Generalized method of moments estimation for cointegrated v..:
Park, Suk K.
;
Ahn, Sung K.
;
Cho, Sinsup
Computational Statistics & Data Analysis. 55 (2011) 9 - p. 2605-2618 , 2011
Link:
https://doi.org/10.1016/j.csda.2011.03.010
RT Journal T1 <Title>Generalized method of moments estimation for cointegrated vector autoregressive models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.csda.2011.03.010&Exemplar=1&LAN=DE A1 Park, Suk K. A1 Ahn, Sung K. A1 Cho, Sinsup PB Elsevier BV YR 2011 SN 0167-9473 JF Computational Statistics & Data Analysis VO 55 IS 9 SP 2605 OP 2618 LK http://dx.doi.org/https://doi.org/10.1016/j.csda.2011.03.010 DO https://doi.org/10.1016/j.csda.2011.03.010 SF ELIB - SuUB Bremen
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