Specification testing for nonlinear multivariate cointegrating regressions (Q2398978)
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scientific article; zbMATH DE number 6762733
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Specification testing for nonlinear multivariate cointegrating regressions |
scientific article; zbMATH DE number 6762733 |
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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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0.8969130516052246
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0.8532494306564331
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0.8250864744186401
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0.8171778321266174
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0.8165000081062317
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