期刊
ECONOMICS LETTERS
卷 111, 期 1, 页码 23-25出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2010.10.012
关键词
Nonlinear cointegration; Cointegration; Unit root
类别
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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