On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
type: Item
instance of: scholarly article
title: On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
zbMATH Open document ID: 1255.62320
author: Ivan Paya
author: David Peel
published in: Economics Letters
publication date: 2013-01-07T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 6122271
zbMATH Keywords: bootstrapping
MaRDI profile type: Publication
full work available at URL: j.econlet.2005.08.014
OpenAlex ID: W2027639338
cites work: Testing the adequacy of smooth transition autoregressive models
cites work: Nonlinear Dynamic Structures
cites work: On conditional least squares estimation for stochastic processes
cites work: Impulse response analysis in nonlinear multivariate models
cites work: Asymptotic properties of nonlinear least squares estimates in stochastic regression models
DOI: 10.1016/J.ECONLET.2005.08.014
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description: scientific article; zbMATH DE number 6122271