On a measure of lack of fit in nonlinear cointegrating regression with endogeneity (Q5220372)
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scientific article; zbMATH DE number 7180589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a measure of lack of fit in nonlinear cointegrating regression with endogeneity |
scientific article; zbMATH DE number 7180589 |
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On a measure of lack of fit in nonlinear cointegrating regression with endogeneity (English)
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16 March 2020
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additive model
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cointegration
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consistency
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endogeneity
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long memory regressor
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nonlinear regression
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nonstationarity
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portmanteau test
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