Spurious functional-coefficient regression models and robust inference with marginal integration
Yundong Tu, Ying Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Tu, Yundong ; Wang, Ying |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 229.2022, 2, p. 396-421
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| Subject: | Balanced regression | Functional-coefficient cointegration | Spurious regression | Testing | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kointegration | Cointegration | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.12.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441893