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Original Articles

Speed of adjustment and estimation of the partial adjustment model

Pages 21-23 | Received 27 Feb 1995, Published online: 02 Nov 2006

References

  • Davidson , R. and MacKinnon , J. G. 1993 . Estimation and Inference in Econometrics , Oxford : Oxford University Press .
  • Maddala , G. S. 1992 . Introduction to Econometrics , (Second Edition) , New York : Macmillan .
  • McManus , D. A. , Nankervis , J. C. and Savin , N. E. 1994 . Multiple opima and asymptotic approximations in the partial adjustment model . Journal of Econometrics , 62 : 91 – 128 .
  • Park , J. Y. and Phillips , P. C. B. 1989 . Statistical inference in regressions with integrated processes: Part 2 . Econometric Theory , 5 : 95 – 131 .
  • Stewart , J. 1991 . Econometrics , Hemel Hempstead : Philip Allen .

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