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Joint Estimation of EquilibriumCoefficients and Short-Run Dynamics

Published online by Cambridge University Press:  11 February 2009

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Econometric Theory , Volume 7 , Issue 3 , September 1991 , pp. 431 - 434
Copyright
Copyright © Cambridge University Press 1991

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References

REFERENCES

1.Phillips, P.C.B. Reflections on econometric methodology. Economic Record 64 (1988): 344–359.10.1111/j.1475-4932.1988.tb02075.xGoogle Scholar
2.Phillips, P.C.B. & Park, J.Y.. Asymptotic equivalence of OLS and GLS in regressions with integrated regressors. Journal of the American Statistical Association 83 (1988): 111–115.10.1080/01621459.1988.10478573CrossRefGoogle Scholar
3.Phillips, P.C.B. & Loretan, M.. Estimating long-run economic equilibrium. Cowles Foundation Discussion Paper No. 928, to appear in Review of Economic Studies, 1991.10.2307/2298004Google Scholar