Model checks for nonlinear cointegrating regression
Year of publication: |
2018
|
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Authors: | Wang, Qiying ; Wu, Dongsheng ; Zhu, Ke |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 2, p. 261-284
|
Subject: | Cointegration | Marked empirical process | Model check | Nonlinear regression | Specification testing | Weak convergence | Kointegration | Nichtlineare Regression | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling |
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