The Bierens test for certain nonstationary models (Q736671)

From MaRDI portal
Revision as of 10:21, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
The Bierens test for certain nonstationary models
scientific article

    Statements

    The Bierens test for certain nonstationary models (English)
    0 references
    0 references
    4 August 2016
    0 references
    Bierens test
    0 references
    consistent test
    0 references
    functional form misspecification
    0 references
    integrable models
    0 references
    local time
    0 references
    nonlinear cointegration
    0 references
    test of functional form
    0 references
    predictability of stock returns
    0 references
    unit root
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references