Semiparametric Estimation in Simultaneous Equations of Time Series Models
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- Chaohua Dong & Jiti Gao, 2011. "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers 19/11, Monash University, Department of Econometrics and Business Statistics.
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KeywordsDynamic simultaneous equation; endogeneity; exogeneity; non-stationarity; partially linear model; vector semiparametric regression;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-06 (All new papers)
- NEP-ECM-2010-11-06 (Econometrics)
- NEP-ETS-2010-11-06 (Econometric Time Series)
- NEP-ORE-2010-11-06 (Operations Research)
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