Trending Time Series Models with Endogeneity

The thesis explores the endogeneity problem in the trending regression models. I propose a nonparametric control function method and a bias-correction method to deal with this problem in the weak and strong trending time series regression models respectively. I have proved that the proposed estimators for the coefficients are unbiased and consistent so that the economists are able to obtain accurate estimates and reliable inferences for the trending time series regression models.