Nonlinear instrumental variable estimation of an autoregression

Peter C. B. Phillips (), Joon Y. Park and Yoosoon Chang ()

Journal of Econometrics, 2004, vol. 118, issue 1-2, pages 219-246

Date: 2004
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Working Paper: Nonlinear Instrumental Variable Estimation of an Autoregression (2001)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:118:y:2004:i:1-2:p:219-246

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