Nonlinear instrumental variable estimation of an autoregression.
type: Item
instance of: scholarly article
title: Nonlinear instrumental variable estimation of an autoregression.
zbMATH Open document ID: 1033.62085
DOI: 10.1016/S0304-4076(03)00141-6
author: Peter C. B. Phillips
author: Joon Y. Park
author: Yoosoon Chang
published in: Journal of Econometrics
publication date: 2004-01-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 2032702
zbMATH Keywords: Cauchy estimator
zbMATH Keywords: Instrumental variable autoregression
zbMATH Keywords: Nonlinear instruments
zbMATH Keywords: Sojourn time
zbMATH Keywords: Unit root
zbMATH Keywords: tables
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2032702