Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Year of publication: |
August 2018
|
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Authors: | Dong, Chaohua ; Gao, Jiti |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 34.2018, 4, p. 754-789
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
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