Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors

Maekawa, Koichi; McAleer, Michael; He, Zonglu

Institute of Social and Economic Research Discussion Papers, 2001, 538

アクセス数:214件（2025-10-26 18:16 集計）

固定URL: https://hdl.handle.net/11094/13894

タイトル	Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors
著者	NRID 1000020033748 1000020033748 著者名 Maekawa, Koichi
	著者名 McAleer, Michael
	著者名 He, Zonglu
キーワード等	ISER discussion paper
出版者	The Institute of Social and Economic Research, Osaka University
収録物名	Institute of Social and Economic Research Discussion Papers
巻(号)	538
刊行年月	2001-05
言語	英語
ハンドルURL	https://hdl.handle.net/11094/13894
関連情報 (references)	URI https://www.iser.osaka-u.ac.jp/static/resources/docs/dp/2001/dp0538.pdf
アクセス権	metadata only access
カテゴリ	ディスカッション／ワーキング・ペーパー DP/WP
カテゴリ	Institute of Social and Economic Research Discussion Papers

資源タイプ	テクニカルレポート
ローカル資源タイプ	ディスカッション／ワーキング・ペーパー
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Institute of Social and Economic Research Discussion Papers. 2001, 538
DC.title	Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors
DC.creator	Maekawa, Koichi
	McAleer, Michael
	He, Zonglu
DC.publisher	The Institute of Social and Economic Research, Osaka University
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2001-05
DC.relation' scheme='DCTERMS.URI	https://www.iser.osaka-u.ac.jp/static/resources/docs/dp/2001/dp0538.pdf
DC.subject	ISER discussion paper
DC.format	13894
citation_title	Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors
citation_author	Maekawa, Koichi
	McAleer, Michael
	He, Zonglu
citation_publisher	The Institute of Social and Economic Research, Osaka University
citation_language	英語
citation_date	2001-05
citation_journal_title	Institute of Social and Economic Research Discussion Papers
citation_volume	538
citation_public_url	https://hdl.handle.net/11094/13894
citation_abstract_html_url	https://www.iser.osaka-u.ac.jp/static/resources/docs/dp/2001/dp0538.pdf