Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by University of Rochester - Center for Economic Research (RCER) in its series RCER Working Papers with number 409.
Length: 57 pages
Date of creation: 1995
Date of revision:
Contact details of provider:
Postal: University of Rochester, Center for Economic Research, Department of Economics, Harkness 231 Rochester, New York 14627 U.S.A.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Hodgson, Douglas J., 1998.
"Adaptive estimation of cointegrating regressions with ARMA errors,"
Journal of Econometrics,
Elsevier, vol. 85(2), pages 231-267, August.
- Hodgson, D.J., 1995. "Adaptive Estimation of Cointegrating Regressions with ARMA Errors," RCER Working Papers 408, University of Rochester - Center for Economic Research (RCER).
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gabriel Mihalache).
If references are entirely missing, you can add them using this form.