Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity

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posted on 2022-11-09, 01:27 authored by Biqing Cai, Chaohua Dong, Jiti Gao

This paper considers a nonlinear time series model associated with both nonstationarity

History

Classification-JEL

C14, C22, G17

Creation date

2015-09-30

Working Paper Series Number

18/15

Length

37

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2015-18

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Keywords

Cointegration endogeneity Hermite functions series estimator unit root

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