Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing heteroskedasticity for predictive regressions with nonstationary regressors |
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Testing heteroskedasticity for predictive regressions with nonstationary regressors (English)
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29 March 2021
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Cramér-von Mises test statistic
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heteroskedasticity
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nonstationarity
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predictive regressions
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specification test
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