Moment-based estimation of smooth transition regression models with endogenous variables

DOI10.1016/j.jeconom.2011.05.009zbMath1441.62591MaRDI QIDQ738051

Marcelo C. Medeiros, Michael McAleer, Waldyr Dutra Areosa

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.009

zbMATH Keywords

endogeneity; generalized method of moments; nonlinear models; inflation targeting; smooth transition; nonlinear instrumental variables

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Editorial. Moment restriction-based econometric methods: an overview, Asymptotic theory for regressions with smoothly changing parameters, A variable addition test for exogeneity in structural threshold models, A simple test for linearity against exponential smooth transition models with endogenous variables, GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE

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