DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
Year of publication: |
2008
|
---|---|
Authors: | Kasparis, Ioannis |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 5, p. 1373-1403
|
Saved in:
Saved in favorites
Similar items by person
-
The Bierens test for certain nonstationary models
Kasparis, Ioannis, (2010)
-
Functional form misspecification in regressions with a unit root
Kasparis, Ioannis, (2011)
-
Nonparametric predictive regression
Kasparis, Ioannis, (2015)
- More ...