Three essays on the performance of single equation cointegration estimators in finite samples

Date

2001

Author

Christou, Christina

Advisor

Pittis, Nikitas

Publisher

Πανεπιστήμιο Κύπρου, Σχολή Οικονομικών Επιστημών και Διοίκησης / University of Cyprus, Faculty of Economics and Management

Place of publication

Κύπρος
Cyprus

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Keyword(s):

Cointegration

Econometric models

Economics, Statistical methods

Estimation theory

Least squares

Monte Carlo method

Time-series analysis

Metadata

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URI

https://gnosis.library.ucy.ac.cy/handle/7/39317

Collections

• Τμήμα Οικονομικών / Department of Economics [24]

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