Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Year of publication: |
2023
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Authors: | Wagner, Martin |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 1, p. 1-31
|
Subject: | Cointegrating polynomial regression | Cointegration | Environmental Kuznets curve | Exchange rate target-zone | Material Kuznets curve | Testing | Unit root | Kointegration | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Kuznets-Kurve | Kuznets curve | Environmental Kuznets Curve | Statistischer Test | Statistical test |
Description of contents: | Description [doi.org] |
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