TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (Q4496475)
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scientific article; zbMATH DE number 1490938
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English | TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION |
scientific article; zbMATH DE number 1490938 |
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TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (English)
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11 June 2001
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cointegration
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\(J\)-test
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nonnested hypotheses
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conditional model
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encompassing
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