Showing 81 - 90 of 64,879
Persistent link: https://www.econbiz.de/10010412992
Persistent link: https://www.econbiz.de/10014452009
Persistent link: https://www.econbiz.de/10014391657
This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be...
Persistent link: https://www.econbiz.de/10009612025
Persistent link: https://www.econbiz.de/10012692281
Persistent link: https://www.econbiz.de/10012692577
Persistent link: https://www.econbiz.de/10012426628
Persistent link: https://www.econbiz.de/10012496975
Persistent link: https://www.econbiz.de/10011668709
Persistent link: https://www.econbiz.de/10011718405