Model specification test with correlated but not cointegrated variables
Li Gan; Cheng Hsiao; Shu Xu
| Year of publication: |
2014
|
|---|---|
| Authors: | Gan, Li ; Hsiao, Cheng ; Xu, Shu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 80-85
|
| Subject: | Specification test | Spurious regression | Varying coefficient | Kernel estimation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010255463