Nonlinear cointegrating regression under weak identification
Year of publication: |
2012
|
---|---|
Authors: | Shi, Xiaoxia ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 3, p. 509-547
|
Subject: | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
-
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying, (2023)
-
Testing for linearity in regressions with I(1) processes
Arai, Yoichi, (2016)
-
Specification testing for nonlinear cointegrating regression
Wang, Qiying, (2011)
- More ...
-
Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia, (2010)
-
Nonlinear Cointegrating Regression Under Weak Identification
Shi, Xiaoxia, (2010)
-
Nonlinear Cointegrating Regression under Weak Identification
Shi, Xiaoxia, (2010)
- More ...