Nonlinear estimators with integrated regressors but without exogeneity
Year of publication: |
2004-08-11
|
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Authors: | Jong, Robert de |
Institutions: | Econometric Society |
Subject: | nonlinearity | integrated process | cointegration | fully modified |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society North American Winter Meetings 2004 Number 324 |
Classification: | C32 - Time-Series Models ; C22 - Time-Series Models |
Source: |
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