Nonlinearity induced weak instrumentation
Ioannis Kasparis, Peter C. B. Phillips, and Tassos Magdalinos
| Year of publication: |
2014
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|---|---|
| Authors: | Kasparis, Ioannis ; Phillips, Peter C. B. ; Magdalinos, Tassos |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 5/6, p. 676-712
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| Subject: | Instrumental variables | Integrable function | Integrated process | Invariance principle | Local time | Mixed normality | Nonlinear cointegration | Stationarity | Unit roots | Weak Instruments | IV-Schätzung | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363893