Nonlinear error correction models (Q4677007)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 2169582

Language	Label	Description	Also known as
English	Nonlinear error correction models	scientific article; zbMATH DE number 2169582

Statements

scholarly article

0 references

Nonlinear error correction models (English)

0 references

Alvaro Escribano

0 references

0 references

Journal of Time Series Analysis

0 references

publication date

20 May 2005

0 references

full work available at URL

http://hdl.handle.net/10016/2568

0 references

zbMATH Keywords

cointegration

0 references

nonlinear error correction

0 references

near epoch dependence

0 references

MaRDI profile type

MaRDI publication profile

0 references

Spurious regressions in econometrics

0 references

Statistical analysis of cointegration vectors

0 references

Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

0 references

Understanding spurious regressions in econometrics

0 references

Deciding between I(1) and I(0)

0 references

Identifiers

zbMATH Open document ID

0 references

10.1111/1467-9892.00276

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4677007

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4677007&oldid=34399033"