On a measure of lack of fit in nonlinear cointegrating regression with endogeneity (Q5220372)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a measure of lack of fit in nonlinear cointegrating regression with endogeneity |
scientific article; zbMATH DE number 7180589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On a measure of lack of fit in nonlinear cointegrating regression with endogeneity |
scientific article; zbMATH DE number 7180589 |
Statements
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity (English)
0 references
16 March 2020
0 references
additive model
0 references
cointegration
0 references
consistency
0 references
endogeneity
0 references
long memory regressor
0 references
nonlinear regression
0 references
nonstationarity
0 references
portmanteau test
0 references
0.8901227
0 references
0.8897759
0 references
0.8876317
0 references
0.8857002
0 references
0.8852397
0 references
0 references
0.87981987
0 references
0.8759016
0 references
