Semiparametric estimation in triangular system equations with nonstationarity
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DOI: 10.1016/j.jeconom.2013.04.018
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More about this item
Keywords
Endogeneity; Integrated process; Nonstationarity; Partial linear model; Simultaneity; Vector semiparametric regression;All these keywords.
JEL classification:
- 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
Statistics
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