FMOLS

GPTKB entity

Statements (16)
Predicate Object
gptkbp:instanceOf econometric method
gptkbp:address endogeneity
serial correlation
gptkbp:appliesTo time series analysis
econometrics
gptkbp:category statistical estimation method
gptkbp:developedBy gptkb:Phillips
gptkb:Hansen
gptkbp:fullName Fully Modified Ordinary Least Squares
https://www.w3.org/2000/01/rdf-schema#label FMOLS
gptkbp:introducedIn 1990
gptkbp:relatedTo gptkb:DOLS
gptkb:OLS
gptkbp:usedFor cointegration regression
gptkbp:bfsParent gptkb:DOLS
gptkbp:bfsLayer 7