A note on nonlinear models with integrated regressors and convergence order results

DOI10.1016/J.ECONLET.2010.10.012zbMATH Open1211.91197OpenAlexW2165660100MaRDI QIDQ533929FDOQ533929

Authors: Ling Hu, Robert de Jong 

Publication date: 10 May 2011

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.10.012

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zbMATH Keywords

cointegrationnonlinear cointegrationunit root

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear Regressions with Integrated Time Series
• Nonstationary discrete choice
• Nonstationary discrete choice: a corrigendum and addendum
• Nonstationary Binary Choice
• Concavity of the Log Likelihood

Cited In (4)

• Cumulated sum of squares statistics for nonlinear and nonstationary regressions
• Least squares estimation for nonlinear regression models with heteroscedasticity
• Semi-parametric single-index predictive regression models with cointegrated regressors
• Estimation and test for quantile nonlinear cointegrating regression

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