Specification testing for nonlinear multivariate cointegrating regressions

Chaohua Dong, Jiti Gao, Dag Tjøstheim and Jiying Yin

Year of publication:	July 2016 ; Revised 14, 08
Authors:	Dong, Chaohua ; Gao, Jiti ; Tjostheim, Dag ; Yin, Jiying
Publisher:	Victoria : Monash University, Department of Econometrics and Business Statistics
Subject:	Cointegration \| endogeneity \| nonparametric kernel estimation \| parametric model specification \| time series \| Zeitreihenanalyse \| Time series analysis \| Kointegration \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Regressionsanalyse \| Regression analysis \| Schätzung \| Estimation

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