Specification Testing for Nonlinear Cointegrating Regression
Year of publication: |
2011-01
|
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Authors: | Wang, Qiying ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Intersection local time | Kernel regression | Nonlinear nonparametric model | Ornstein-Uhlenbeck process | Specification tests | Weak convergence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1359 Published in The Annals of Statistics (2012), 40(2): 2, 727–758 The price is None Number 1779 66 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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