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Nonlinear instrumental variable estimation of an autoregression

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Author Info
Phillips, Peter C. B.
Park, Joon Y.
Chang, Yoosoon

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File URL: http://www.sciencedirect.com/science/article/B6VC0-48HY0DC-3/2/18dd1fde95105f0af412c05e2dfc44f6
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 118 (2004)
Issue (Month): 1-2 ()
Pages: 219-246
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Handle: RePEc:eee:econom:v:118:y:2004:i:1-2:p:219-246

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Tsung-wu Ho, 2009. "The inflation rates may accelerate after all: panel evidence from 19 OECD economies," Empirical Economics, Springer, vol. 36(1), pages 55-64, February. [Downloadable!] (restricted)
  2. Yoosoon Chang, 2000. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," CIRJE F-Series CIRJE-F-85, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    Other versions:
  3. Park, Joon, 2003. "Nonstationary Nonlinearity: An Outlook for New Opportunities," Working Papers 2003-05, Rice University, Department of Economics. [Downloadable!]
  4. Park, Joon, 2003. "Strong Approximations for Nonlinear Transformations of Integrated Time Series," Working Papers 2003-18, Rice University, Department of Economics. [Downloadable!]
  5. Chang, Yoosoon, 2003. "Nonlinear IV Panel Unit Root Tests," Working Papers 2003-06, Rice University, Department of Economics. [Downloadable!]
  6. Paulo M. M. Rodrigues, 2004. "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers ECO2004/31, European University Institute. [Downloadable!]
    Other versions:
  7. Chang, Yoosoon, 2004. "Taking a New Contour: A Novel Approach to Panel Unit Root Tests," Working Papers 2004-05, Rice University, Department of Economics. [Downloadable!]
  8. Chang, Yoosoon, 2002. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-08, Rice University, Department of Economics. [Downloadable!]
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