Specification testing for nonlinear multivariate cointegrating regressions (Q2398978)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification testing for nonlinear multivariate cointegrating regressions |
scientific article |
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Specification testing for nonlinear multivariate cointegrating regressions (English)
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21 August 2017
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cointegration
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endogeneity
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nonparametric kernel estimation
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parametric model specification
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time series
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