Semiparametric Estimation in Triangular System Equations with Nonstationarity
A system of multivariate semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components. The parametric regressors may be endogenous while the nonparametric regressors are assumed to be strictly exogenou...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2013
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1827 https://ink.library.smu.edu.sg/context/soe_research/article/2826/viewcontent/SemiparametricEstimationTriangularSystem.pdf |
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| Institution: | Singapore Management University |
| Language: | English |