Testing for linearity in regressions with I(1) processes
Year of publication: |
June 2016
|
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Authors: | Arai, Yoichi |
Published in: |
Hitotsubashi journal of economics. - Tokyo, ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 57.2016, 1, p. 111-138
|
Subject: | cointegration | I(1) processes | no cointegration | nonlinear cointegration | RESET test | Schätztheorie | Estimation theory | Kointegration | Cointegration | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression |
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