Estimation and Inference in a Possibly Multicointegrated System with a Fixed Number of Instruments Article Swipe

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Yixiao Sun , Peter C.B. Phillips , Igor Kheifets ·

YOU? · · 2024 · Open Access · · DOI: https://doi.org/10.2139/ssrn.4989942

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Inference Estimation Mathematics Econometrics Statistics Computer science Economics Artificial intelligence Management

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Type: preprint
Language: en
Landing Page: https://doi.org/10.2139/ssrn.4989942
OA Status: green
Cited By: 1
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DOI: https://doi.org/10.2139/ssrn.4989942

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Title: Estimation and Inference in a Possibly Multicointegrated System with a Fixed Number of Instruments

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Type: preprint

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Language: en

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Publication year: 2024

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Publication date: 2024-01-01

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Authors: Yixiao Sun, Peter C.B. Phillips, Igor Kheifets

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Landing page: https://doi.org/10.2139/ssrn.4989942

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OA status: green

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OA URL: https://doi.org/10.2139/ssrn.4989942

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Concepts: Inference, Estimation, Mathematics, Econometrics, Statistics, Computer science, Economics, Artificial intelligence, Management

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Cited by: 1

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Related works (count): 10

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