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Property / author: Zong-Wu Cai / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.002 / rank
 
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Property / cites work: Q5560061 / rank
 
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Latest revision as of 21:34, 8 July 2024

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Testing predictive regression models with nonstationary regressors
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    Testing predictive regression models with nonstationary regressors (English)
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    7 August 2014
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    endogeneity
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    misspecification test
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    nearly integrated process
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    predictive regression
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    unit root
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