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

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 111
Issue: 1
Pages: 23-25

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:111:y:2011:i:1:p:23-25
Journal Field
General
Author Count
2
Added to Database
2026-01-25