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Estimation and test for quantile nonlinear cointegrating regression

Estimation and test for quantile nonlinear cointegrating regression
Estimation and test for quantile nonlinear cointegrating regression
In order to investigate the nonlinear relationship among economic variables at each quantile level, this paper proposes a quantile nonlinear cointegration model in which the nonlinear relationship at each quantile level is approximated by a polynomial. The parameter estimator in the proposed model is shown to follow a nonstandard distribution asymptotically due to serial correlation and endogeneity. Therefore, this paper develops a fully modified estimator which follows a mixture normal distribution asymptotically. Moreover, a test statistic for the linearity and its asymptotic distribution are also derived. Monte Carlo results show that the proposed test has good finite sample performance.
0165-1765
27-32
Li, Haiqi
e87d6bf1-e1a6-474f-96e8-f2b7ae0b433a
Zheng, Chaowen
4ba693c1-6dd0-45b1-acf1-45bfb393f3fc
Guo, Yu
7a99375b-caae-41c6-92ab-cc076242a421
Li, Haiqi
e87d6bf1-e1a6-474f-96e8-f2b7ae0b433a
Zheng, Chaowen
4ba693c1-6dd0-45b1-acf1-45bfb393f3fc
Guo, Yu
7a99375b-caae-41c6-92ab-cc076242a421

Li, Haiqi, Zheng, Chaowen and Guo, Yu (2016) Estimation and test for quantile nonlinear cointegrating regression. Economics Letters, 148, 27-32. (doi:10.1016/j.econlet.2016.09.014).

Record type: Article

Abstract

In order to investigate the nonlinear relationship among economic variables at each quantile level, this paper proposes a quantile nonlinear cointegration model in which the nonlinear relationship at each quantile level is approximated by a polynomial. The parameter estimator in the proposed model is shown to follow a nonstandard distribution asymptotically due to serial correlation and endogeneity. Therefore, this paper develops a fully modified estimator which follows a mixture normal distribution asymptotically. Moreover, a test statistic for the linearity and its asymptotic distribution are also derived. Monte Carlo results show that the proposed test has good finite sample performance.

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More information

Accepted/In Press date: 18 September 2016
e-pub ahead of print date: 22 September 2016
Published date: 29 September 2016

Identifiers

Local EPrints ID: 484863
URI: http://eprints.soton.ac.uk/id/eprint/484863
ISSN: 0165-1765
PURE UUID: 2a563aab-d43a-427f-a42f-4b0923e744ba
ORCID for Chaowen Zheng: ORCID iD orcid.org/0000-0002-9839-1526

Catalogue record

Date deposited: 23 Nov 2023 17:54
Last modified: 18 Mar 2024 04:15

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Contributors

Author: Haiqi Li
Author: Chaowen Zheng ORCID iD
Author: Yu Guo

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