Back to search

The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models

Peter C.B. Phillips
RePEc: Research Papers in Economics

Data up to Jan 2025

Published1991
Citations5
References1
Fields
MathematicsStatisticsApplied mathematicsCombinatorics

Total Citations Per Year

Abstract

References (1)

Unidentified Components in Reduced Rank Regression Estimation of ECM's

1991 • 9 citations

Cited By (0)

Loading...