Specification testing for nonlinear multivariate cointegrating regressions
Year of publication: |
September 2017
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Authors: | Dong, Chaohua ; Gao, Jiti ; Tjostheim, Dag ; Yin, Jiying |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 200.2017, 1, p. 104-117
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Subject: | Cointegration | Endogeneity | Nonparametric kernel estimation | Parametric model specification | Time series | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
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