Nonlinear instrumental variable estimation of an autoregression
by Peter C. B. Phillips, Joon Y. Park, and Yoosoon Chang
| Year of publication: |
2001
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Park, Joon Y. ; Chang, Yoosoon |
| Publisher: |
New Haven, Conn. |
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | IV-Schätzung | Instrumental variables | Autokorrelation | Autocorrelation |
freely available
| Extent: | 28 S graph. Darst |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1331 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://cowles.econ.yale.edu/P/ab/a13/a1331.htm - http://cowles.econ.yale.edu/P/cd/d13a/d1331.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001618853