A note on nonlinear models with integrated regressors and convergence order results
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Publication:533929
DOI10.1016/j.econlet.2010.10.012zbMath1211.91197OpenAlexW2165660100MaRDI QIDQ533929
Publication date: 10 May 2011
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2010.10.012
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Statistical methods; economic indices and measures (91B82)
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