Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments
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- Hwang, Jungbin & Sun, Yixiao, 2017.
"Asymptotic F and t tests in an efficient GMM setting,"
Journal of Econometrics, Elsevier, vol. 198(2), pages 277-295.
- Hwang, Jungbin & Sun, Yixiao, 2015. "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series qt1c62d8xf, Department of Economics, UC San Diego.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2024-11-11 (Econometrics)
- NEP-ETS-2024-11-11 (Econometric Time Series)
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