An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947): Difference between revisions

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Latest revision as of 01:51, 14 July 2024

scientific article; zbMATH DE number 6739843
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English
An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model
scientific article; zbMATH DE number 6739843

    Statements

    An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (English)
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    5 July 2017
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    martingale limit theorem
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    normal distributions
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    nonlinear co-integrating regression model
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