Model Specification Testing for Nonlinear Multivariate Cointegrating Regressions
Year of publication: |
2016
|
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Authors: | Dong, Chaohua |
Other Persons: | Gao, Jiti (contributor) ; Tjostheim, Dag (contributor) ; Yin, Jiying (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Multivariate Analyse | Multivariate analysis | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (85 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 18, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2396967 [DOI] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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