Nonlinear regression for unit root models with autoregressive errors
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Publication:1934876
DOI10.1016/J.ECONLET.2008.02.021zbMATH Open1255.62256OpenAlexW2000616448MaRDI QIDQ1934876FDOQ1934876
Authors: Chang Sik Kim, In-Moo Kim 
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2008.02.021
Recommendations
General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Limiting distributions of least squares estimates of unstable autoregressive processes
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Testing for unit roots in autoregressive-moving average models of unknown order
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Nonstationary Binary Choice
- Unit Roots, Cointegration, and Structural Change
- Nonlinear instrumental variable estimation of an autoregression.
Cited In (9)
- Nonlinear instrumental variable estimation of an autoregression.
- Title not available (Why is that?)
- Functional form misspecification in regressions with a unit root
- Functional‐coefficient models under unit root behaviour
- Nonparametric transformation to white noise
- Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data
- How do nonlinear unit root tests perform with non normal errors?
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS
- A note on nonlinear regression for the autoregressive moving average with non-hd errors
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