22-093/III - Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison

• Authors
  Yicong Lin, Vrije Universiteit Amsterdam; Hanno Reuvers, Erasmus University Rotterdam
• Publication date
  December 8, 2022

• Keywords
  Cointegrating Polynomial Regression, Cointegration Testing, Fully Modified Estimation, Generalized Least Squares
• JEL
  C12, C13, C32