A note on nonlinear models with integrated regressors and convergence order results
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- Joon Y. Park & Peter C. B. Phillips, 2000.
"Nonstationary Binary Choice,"
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- Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.
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"Nonstationary discrete choice: A corrigendum and addendum,"
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"Nonlinear Regressions with Integrated Time Series,"
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- 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.
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Cited by:
- Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016. "Estimation and test for quantile nonlinear cointegrating regression," Economics Letters, Elsevier, vol. 148(C), pages 27-32.
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Keywords
Nonlinear cointegration Cointegration Unit root;Statistics
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