article Open AccessTop 1% cited
Five alternative methods of estimating long-run equilibrium relationships
Journal of Econometrics · 1994 · Vol. 60(1-2) · pp. 203–233
Jesús Gonzalo✉(Boston University)
Monetary Policy and Economic ImpactEconomic theories and modelsEconomics of Agriculture and Food MarketsMathematicsEstimatorMonte Carlo methodAsymptotic distributionApplied mathematicsLeast-squares function approximationOrdinary least squaresAsymptotic analysisStatisticsGaussian
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References
Five alternative methods of estimating long-run equilibrium relationships
Journal of Econometrics · 1994 · 1,108 citations
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
Econometrica · 1993 · 4,842 citations
Co-Integration and Error Correction: Representation, Estimation, and Testing
Econometrica · 1987 · 31,692 citations
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