Testing linearity in cointegrating relations with an application to purchasing power parity (Q3160933)
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scientific article; zbMATH DE number 5798313
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| English | Testing linearity in cointegrating relations with an application to purchasing power parity |
scientific article; zbMATH DE number 5798313 |
Statements
Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (English)
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11 October 2010
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noncentral \(\chi^{2}\) distribution
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nonlinear cointegration
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RESET test
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specification test
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0.7932077050209045
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0.7881458401679993
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0.7858912348747253
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0.7854849100112915
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0.7782602310180664
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