Efficient inference on cointegration parameters in structural error correction models
نویسندگان
چکیده
منابع مشابه
Cointegration and Error Correction
1 The Background Elementary courses in statistics introduce at an early stage the key assumption of “random sampling”. In more technical language, the data set is assumed to be identically and independently distributed (i.i.d.). In this framework a range of simple and elegant results can be derived, for example, that the variance of the mean of n observations is 1/n times the variance of the ob...
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15 صفحه اولStructural inference in transition measurement error models for longitudinal data.
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1995
ISSN: 0304-4076
DOI: 10.1016/0304-4076(94)01665-m