IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models

O. Lieberman

IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models

Department of Economics

Research output: Contribution to conference › Paper › peer-review

Original language	American English
State	Published - 2016
Event	Southampton Econometrics and Finance workshop - , United Kingdom Duration: 1 May 2016 → 1 May 2016

Conference

Conference	Southampton Econometrics and Finance workshop
Country/Territory	United Kingdom
Period	1/05/16 → 1/05/16

Cite this

TY - CONF

T1 - IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models

AU - Lieberman, O.

PY - 2016

Y1 - 2016

UR - https://cdn.southampton.ac.uk/assets/imported/transforms/content-block/UsefulDownloads_Download/6D38FAACEC824BD18CF9AF22EF0932CB/southampton-financial-econometrics-workshop-final.pdf.pdf?_gl=1*1dumwdl*_ga*Mjk1MzYyNDUwLjE2Mjc4MTk5NTc.*_ga_51YK64STMR*MTYyNzgxOTk1Ni4xLjEuMTYyNzgxOTk4NC4zMg..

M3 - Paper

T2 - Southampton Econometrics and Finance workshop

Y2 - 1 May 2016 through 1 May 2016

ER -

IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models

Conference

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Conference Invited Keynote

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IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models

Conference

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Conference Invited Keynote

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