Testing predictive regression models with nonstationary regressors
Zongwu Cai; Yunfei Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Cai, Zongwu ; Wang, Yunfei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 4-14
|
| Subject: | Endogeneity | Misspecification test | Nearly integrated process | Predictive regression | Unit root | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in: Vol. 181.2014, 2, S. 194 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010254993