Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Chaohua Dong, Jiti Gao
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Dong, Chaohua ; Gao, Jiti |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 34.2018, 4, p. 754-789
|
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466617000238 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011951426