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