Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity (Q4569583)
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scientific article; zbMATH DE number 6894390
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| English | Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity |
scientific article; zbMATH DE number 6894390 |
Statements
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (English)
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26 June 2018
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orthogonal series
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nonlinear cointegration
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endogeneity
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nonstationarity
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regression function
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0.8969130516052246
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0.819015383720398
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0.8096179962158203
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0.80891352891922
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0.8029570579528809
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