FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
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Publication:3168872
DOI10.1017/S0266466610000265zbMath1210.62087MaRDI QIDQ3168872
Publication date: 27 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)
Related Items (4)
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION ⋮ Dynamic misspecification in nonparametric cointegrating regression ⋮ CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS ⋮ Nonstationary nonlinear quantile regression
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