搜索结果: 1-2 共查到“管理学 cointegration”相关记录2条 . 查询时间(0.078 秒)
Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
Dynamic panels Fixed e¤ects Quasi-maximum likelihood estima- tion Bias correction Generalized method of moments Spatial cointegration
2016/1/19
Yu, de Jong and Lee (2008) establish asymptotic properties of quasi-maximum likelihood estimators for a stable spatial dynamic panel model with …xed e¤ects when both the number of individuals n and th...
Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification
cointegration rank test invertibility Jordan canonical form stationarity Whittle estimator
2009/3/6
The paper presents a feasible numerical procedure for evaluating the maximum Whittle likelihood estimates and the likelihood-ratio statistics, where to obtain the maximum Whittle likelihood estimates ...