Estimation and Inference in Unstable Nonlinear Least Squares Models
Otilia Boldea () and
Centre for Growth and Business Cycle Research Discussion Paper Series from Economics, The University of Manchester
We are grateful to Mehmet Caner, Manfred Deistler, John Einmahl, Atsushi Inoue and Denise Osborn for their comments, as well as for the comments of participants at the presentation of this paper at the Conference on Breaks and Persistence in Econometrics, London, UK, December 2006, Inference and Tests in Econometrics, Marseille, France, April 2008, European Meetings of the Econometric Society, Milan, Italy, August 2008, NBER-NSF Time Series Conference, Aarhus, Denmark, September 2008, Fed St. Louis Applied Econometrics and Forecasting in Macroeconomics Workshop, St. Louis, October 2008, and at the seminars in Tilburg University, University of Manchester, University of Exeter, University of Cambridge, University of Southampton, Tinbergen Institute, UC Davis and Institute for Advanced Studies, Vienna. The second author acknowledges the support of ESRC grant RES-062-23-1351.
Pages: 45 pages
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://hummedia.manchester.ac.uk/schools/soss/cgbc ... apers/dpcgbcr126.pdf (application/pdf)
Journal Article: Estimation and inference in unstable nonlinear least squares models (2013)
Working Paper: Estimation and Inference in Unstable Nonlinear Least Squares Models (2012)
Working Paper: Estimation and inference in unstable nonlinear least squares models (2010)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:man:cgbcrp:126
Access Statistics for this paper
More papers in Centre for Growth and Business Cycle Research Discussion Paper Series from Economics, The University of Manchester Contact information at EDIRC.
Bibliographic data for series maintained by Marianne Sensier ().