Testing predictive regression models with nonstationary regressors (Q2512593)
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scientific article; zbMATH DE number 6327569
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| English | Testing predictive regression models with nonstationary regressors |
scientific article; zbMATH DE number 6327569 |
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Testing predictive regression models with nonstationary regressors (English)
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7 August 2014
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endogeneity
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misspecification test
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nearly integrated process
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predictive regression
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unit root
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0.836976945400238
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0.8087090849876404
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0.7872908711433411
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0.7587701678276062
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0.7580717206001282
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