Hostname: page-component-7b9c58cd5d-wdhn8 Total loading time: 0 Render date: 2025-03-15T02:40:18.393Z Has data issue: false hasContentIssue false
  • English
  • Français

Joint Estimation of EquilibriumCoefficients and Short-Run Dynamics

Published online by Cambridge University Press:  11 February 2009

Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Information
Econometric Theory , Volume 7 , Issue 3 , September 1991 , pp. 431 - 434
Copyright
Copyright © Cambridge University Press 1991

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

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