Testing for linearity in regressions with I(1) processes
Yoichi Arai (National Graduate Institute for Policy Studies (GRIPS), Minato-ku, Tokyo, Japan)
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Arai, Yoichi |
| Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 57.2016, 1, p. 111-138
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| Subject: | cointegration | I(1) processes | no cointegration | nonlinear cointegration | RESET test | Kointegration | Cointegration | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis |
| 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/10011522367