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Moment approximation for least squares estimators in dynamic regression models with a unit root

J. F. Kiviet

Publication Data

Title Moment approximation for least squares estimators in dynamic regression models with a unit root
Author J. F. Kiviet
Contributors G. D. A. Phillips, G. D. A. Phillips
Publisher University of Exeter, Department of Economics
Publication date 1999
Publication location Exeter
Language English

Topics

Asymptotic expansions
Least squares
Moments method (Statistics)
Regression analysis

Catalogue Data

OBNB ID GB9976829
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 30 p.
P1042 Includes bibliographical references.

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Moment approximation for least squares estimators in dynamic regression models with a unit root by J. F. Kiviet. Published by University of Exeter, Department of Economics in 1999. Publication and catalogue information, links to buy online and reader comments.