DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422)

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DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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    title
    DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (English)
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    author
    Ioannis Kasparis
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    publication date
    11 June 2009
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    Mathematics Subject Classification ID
    62M10
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    62G10
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    62L10
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    65C05
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    zbMATH DE Number
    5564040
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