A note on nonlinear models with integrated regressors and convergence order results
This note concerns an asymptotic distribution result from the literature on nonlinear estimation with integrated variables. It points out a way of strengthening local asymptotic distribution results towards results that hold for the global minimizer of the criterion function.
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Volume (Year): 111 (2011)
Issue (Month): 1 (April)
Pages: 23-25
| Handle: | RePEc:eee:ecolet:v:111:y:2011:i:1:p:23-25 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/ecolet
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Joon Y. Park & Peter C. B. Phillips, 2000.
"Nonstationary Binary Choice,"
Econometrica,
Econometric Society, vol. 68(5), pages 1249-1280, September.
- Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.
- Joon Y. Park & Peter C. B. Phillips, 1999. "Nonstationary Binary Choice," Working Paper Series no5, Institute of Economic Research, Seoul National University.
- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005.
"Nonstationary Discrete Choice: A Corrigendum and Addendum,"
Cowles Foundation Discussion Papers
1516, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007. "Nonstationary discrete choice: A corrigendum and addendum," Journal of Econometrics, Elsevier, vol. 141(2), pages 1115-1130, December.
- Joon Y. Park & Peter C.B. Phillips, 1998.
"Nonlinear Regressions with Integrated Time Series,"
Cowles Foundation Discussion Papers
1190, Cowles Foundation for Research in Economics, Yale University.
- Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.
- Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University.
- Ling Hu & Peter C.B. Phillips, 2002.
"Nonstationary Discrete Choice,"
Cowles Foundation Discussion Papers
1364, Cowles Foundation for Research in Economics, Yale University.
- Hu, Ling & Phillips, Peter C. B., 2004. "Nonstationary discrete choice," Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May.
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