The Bierens test for certain nonstationary models (Q736671)
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scientific article; zbMATH DE number 6609300
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Bierens test for certain nonstationary models |
scientific article; zbMATH DE number 6609300 |
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The Bierens test for certain nonstationary models (English)
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4 August 2016
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Bierens test
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consistent test
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functional form misspecification
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integrable models
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local time
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nonlinear cointegration
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test of functional form
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predictability of stock returns
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unit root
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0.8082764744758606
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0.8033448457717896
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0.754244327545166
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0.74980628490448
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0.7459067702293396
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