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A note on nonlinear models with integrated regressors and convergence order results

This note concerns an asymptotic distribution result from the literature on nonlinear estimation with integrated variables. It points out a way of strengthening local asymptotic distribution results towards results that hold for the global minimizer of the criterion function.
Year of publication:
2011
Authors: de Jong, Robert ; Hu, Ling
Published in:
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 111.2011, 1, p. 23-25
Publisher: Elsevier
Subject: Nonlinear cointegration Cointegration Unit root
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008866966
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