Testing heteroskedasticity for predictive regressions with nonstationary regressors
Shaoxin Hong, Zhengyi Zhang, Zongwu Cai
| Year of publication: |
2021
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|---|---|
| Authors: | Hong, Shaoxin ; Zhang, Zhengyi ; Cai, Zongwu |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 201.2021, p. 1-4
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| Subject: | Cramér-von Mises test statistic | Heteroskedasticity | Nonstationarity | Predictive regressions | Specification test | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.109781 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012607071