Efficient instrumental variables estimation of nonlinear dependent processes

DOI10.1080/10485259408832604zbMath1380.62268OpenAlexW2517843506MaRDI QIDQ3432399

Paul Rilstone

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259408832604

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (1)

On the finite sample effects of nonlinear reparameterizations

Cites Work

• Nonparametric regression estimation under mixing conditions
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models

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