Endogeneity in Nonlinear Regressions with Integrated Time Series

DOI10.1080/07474938.2011.520567zbMath1209.62149OpenAlexW2068540432MaRDI QIDQ3086359

Yoosoon Chang, Joon Y. Park

Publication date: 30 March 2011

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2022/14128

Mathematics Subject Classification ID

Related Items (9)

NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION ⋮ Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory ⋮ Nonlinearity Induced Weak Instrumentation ⋮ A Note on Nonlinear Cointegration, Misspecification, and Bimodality ⋮ Nonparametric inference for quantile cointegrations with stationary covariates ⋮ WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS ⋮ Varying coefficient partially nonlinear models with nonstationary regressors ⋮ Partial parametric estimation for nonstationary nonlinear regressions ⋮ Nonlinear regressions with nonstationary time series

Cites Work

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• On the character of convergence to Brownian local time. II
• Index models with integrated time series
• Nonlinear econometric models with cointegrated and deterministically trending regressors
• Nonstationary Binary Choice
• Nonlinear Regressions with Integrated Time Series

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