Testing predictive regression models with nonstationary regressors (Q2512593)

From MaRDI portal
Revision as of 04:48, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)





scientific article
Language Label Description Also known as
English
Testing predictive regression models with nonstationary regressors
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references