Specification testing for nonlinear multivariate cointegrating regressions
Chaohua Dong, Jiti Gao, Dag Tjøstheim, Jiying Yin
| Year of publication: |
September 2017
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|---|---|
| Authors: | Dong, Chaohua ; Gao, Jiti ; Tjostheim, Dag ; Yin, Jiying |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 200.2017, 1, p. 104-117
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897704