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Nonlinear instrumental variable estimation of an autoregression. - MaRDI portal

Nonlinear instrumental variable estimation of an autoregression. (Q1421319)

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scientific article; zbMATH DE number 2032702
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Nonlinear instrumental variable estimation of an autoregression.
scientific article; zbMATH DE number 2032702

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    Nonlinear instrumental variable estimation of an autoregression. (English)
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    26 January 2004
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    Cauchy estimator
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    Instrumental variable autoregression
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    Nonlinear instruments
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    Sojourn time
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    Unit root
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    tables
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