Nonlinear regressions with nonstationary time series
Year of publication: |
2015
|
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Authors: | Chan, Nigel ; Wang, Qiying |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 1, p. 182-195
|
Subject: | Cointegration | Nonlinear regressions | Consistency | Limit distribution | Nonstationarity | Nonlinearity | Endogeneity | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Kointegration | Schätztheorie | Estimation theory |
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