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My bibliography Save this articleAsymptotic Properties Of The Estimator Of The Long‐Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors
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DOI: 10.1111/1468-5876.t01-1-00068
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- Koichi Maekawa & Michael McAleer & Zonglu He, 2001. "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," ISER Discussion Paper 0538, Institute of Social and Economic Research, Osaka University.
- Zonglu He & Koichi Maekawa & Michael McAleer, 2003. "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series CIRJE-F-215, CIRJE, Faculty of Economics, University of Tokyo.
References listed on IDEAS
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