Dynamic misspecification in nonparametric cointegrating regression
Year of publication: |
2012
|
---|---|
Authors: | Kasparis, Ioannis ; Phillips, Peter C.B. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 168.2012, 2, p. 270-284
|
Publisher: |
Elsevier |
Subject: | Dynamic misspecification | Functional regression | Integrable function | Integrated process | Linearity test | Local time | Misspecification | Mixed normality | Nonlinear cointegration | Nonparametric regression |
-
Dynamic Misspecification in Nonparametric Cointegrating Regression
Kasparis, Ioannis, (2009)
-
Dynamic Misspecification in Nonparametric Cointegrating Regression
Phillips, Peter C.B., (2009)
-
Dynamic Misspecification in Nonparametric Cointegrating Regression
Kasparis, Ioannis, (2009)
- More ...
-
Nonparametric predictive regression
Kasparis, Ioannis, (2015)
-
Non-linearity Induced Weak Instrumentation
Kasparis, Ioannis, (2012)
-
Dynamic Misspecification in Nonparametric Cointegrating Regression
Kasparis, Ioannis, (2009)
- More ...