Heinen, Florian; Michael, Stefanie; Sibbertsen, Philipp - 2011
Determining good parameter estimates in ESTAR models is known to be diffcult. We show that the phenomena of getting … properties as the ESTAR model but reduces the effects of the identifcation problem. We also derive a linearity and a unit root … strongly biased estimators is a consequence of the so-called identifcation problem, the problem of properly distinguishing the …