Nonlinearity induced weak instrumentation (Q5080464)

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scientific article; zbMATH DE number 7534631
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    Nonlinearity induced weak instrumentation
    scientific article; zbMATH DE number 7534631

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      Nonlinearity Induced Weak Instrumentation (English)
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      31 May 2022
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      instrumental variables
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      integrable function
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      integrated process
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      invariance principle
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      local time
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      mixed normality
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      nonlinear cointegration
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      stationarity
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      unit roots
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      weak instruments
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