Cointegration tests on MARS

DOI10.1007/BF01299327MaRDI QIDQ1318307zbMATH OpenFDO

Authors Peter S. Sephton

Publication date 27 March 1994

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01299327

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Forecasting and testing in co-integrated systems
• scientific article; zbMATH DE number 3703310 (Why is no real title available?)
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Multivariate adaptive regression splines
• Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
• NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

Cited in

(1)

• Long-memory exchange rate dynamics in the Euro era

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