NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION (Q2890702)

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NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
scientific article

    Statements

    title
    NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION (English)
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    author
    Xiaoxia Shi
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    Peter C. B. Phillips
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    publication date
    11 June 2012
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62J02
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    60F05
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    62F25
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    zbMATH DE Number
    6045070
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