Model specification test with correlated but not cointegrated variables
Year of publication: |
2014
|
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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 |
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