Model specification test with correlated but not cointegrated variables
From MaRDI portal
Publication:2512600
DOI10.1016/j.jeconom.2013.08.008zbMath1293.62098MaRDI QIDQ2512600
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.008
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91G70: Statistical methods; risk measures
91B84: Economic time series analysis
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Cites Work
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