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Browsing by Subject "nonlinear regression, integrated time series, endogeneity, consistency, limit distributions."

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Browsing by Subject "nonlinear regression, integrated time series, endogeneity, consistency, limit distributions."

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  • Park, Joon Y.; Chang, Yonsoon (Taylor and Francis, 2010-12-22)
    This article considers the nonlinear regression with integrated regressors that are contemporaneously correlated with the regression error. We, in particular, establish the consistency and derive the limit distribution of ...

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