Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 22, 2012 erstellt
Description:
In this paper, we consider some identification, estimation and specification problems in a class of semi-linear time series models. Existing studies for the stationary time series case have been reviewed and discussed. We also establish some new studies for the integrated nonstationary time series case. In the meantime, we develop some new estimation theory and asymptotic results for a new class of semi-linear nonstationary autoregressive models. In addition, we discuss certain directions for further research