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Nonstationary nonlinear regression
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Kim, Chang Sik
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Kim, In-Moo
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Journal of Econometrics
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Partial parametric estimation for nonstationary nonlinear regressions
Kim, Chang Sik
;
Kim, In-Moo
- In:
Journal of Econometrics
167
(
2012
)
2
,
pp. 448-457
This paper proposes an estimation method for a
partial
parametric
model
with multiple integrated time series. Our …
Persistent link: https://www.econbiz.de/10010574087
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