Model checks for nonlinear cointegrating regression
Qiying Wang, Dongsheng Wu, Ke Zhu
| Year of publication: |
2018
|
|---|---|
| Authors: | Wang, Qiying ; Wu, Dongsheng ; Zhu, Ke |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 2, p. 261-284
|
| Subject: | Cointegration | Marked empirical process | Model check | Nonlinear regression | Specification testing | Weak convergence | Kointegration | Nichtlineare Regression | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116349