Estimation and inference in unstable nonlinear least squares models
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Publication:528129
DOI10.1016/j.jeconom.2012.09.004zbMath1443.62433OpenAlexW2163173380MaRDI QIDQ528129
Alastair R. Hall, Otilia Boldea
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612002205
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (7)
Empirical likelihood test in a posteriori change-point nonlinear model ⋮ ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH ⋮ Real time change-point detection in a nonlinear quantile model ⋮ Time-varying instrumental variable estimation ⋮ Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data ⋮ The asymptotic behaviour of the residual sum of squares in models with multiple break points ⋮ Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks
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