A note on nonlinear models with integrated regressors and convergence order results

被引：4
|
作者：
de Jong, Robert [1 ]
Hu, Ling [1 ]
机构：
[1] Ohio State Univ, Dept Econ, Columbus, OH 43210 USA
来源：
ECONOMICS LETTERS | 2011年 / 111卷 / 01期
关键词：
Nonlinear cointegration; Cointegration; Unit root;
D O I：
10.1016/j.econlet.2010.10.012
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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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页码：23 / 25
页数：3
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