The second in a series of seminars held in honour of James Durbin (cemmap Fellow, Honorary Professor UCL, Emeritus Professor LSE). These seminars are organised by cemmap, UCL and LSE.
Papers
- Nonparametric Structural Estimation via Continuouos Location Shifts in an Endogenous Regressor (Peter Phillips and Liangjun Su)
- Structural Nonparametric Cointegrating Regression (Peter Phillips and Qiying Wang)