Model specification test with correlated but not cointegrated variables (Q2512600)
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scientific article; zbMATH DE number 6327575
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model specification test with correlated but not cointegrated variables |
scientific article; zbMATH DE number 6327575 |
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Model specification test with correlated but not cointegrated variables (English)
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7 August 2014
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specification test
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spurious regression
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varying coefficient
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kernel estimation
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0.8583354353904724
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0.8088311553001404
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0.8022791147232056
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0.7935943603515625
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