Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (Q3160933)
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English | Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity |
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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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