The Bierens test for certain nonstationary models (Q736671): Difference between revisions
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Revision as of 00:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bierens test for certain nonstationary models |
scientific article |
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The Bierens test for certain nonstationary models (English)
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4 August 2016
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Bierens test
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consistent test
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functional form misspecification
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integrable models
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local time
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nonlinear cointegration
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test of functional form
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predictability of stock returns
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unit root
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