Semiparametric Estimation in Multivariate Nonstationary Time Series Models
Year of publication: |
2011-09-05
|
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Authors: | Gao, Jiti ; Phillips, Peter C.B. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Endogeneity | integrated process | nonstationarity | partial linear model | simultaneity | vector semiparametric regression |
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