Journal
ECONOMICS LETTERS
Volume 111, Issue 1, Pages 23-25Publisher
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2010.10.012
Keywords
Nonlinear cointegration; Cointegration; Unit root
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This note concerns an asymptotic distribution result from the literature on nonlinear estimation with integrated variables. It points out a way of strengthening local asymptotic distribution results towards results that hold for the global minimizer of the criterion function. (C) 2010 Elsevier B.V. All rights reserved.
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