Nonlinear instrumental variable estimation of an autoregression. (Q1421319)
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scientific article; zbMATH DE number 2032702
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| English | Nonlinear instrumental variable estimation of an autoregression. |
scientific article; zbMATH DE number 2032702 |
Statements
Nonlinear instrumental variable estimation of an autoregression. (English)
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26 January 2004
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Cauchy estimator
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Instrumental variable autoregression
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Nonlinear instruments
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Sojourn time
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Unit root
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tables
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0.8058822751045227
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0.7925767302513123
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0.7919152975082397
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0.7830442190170288
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