Testing predictive regression models with nonstationary regressors
Year of publication: |
2014
|
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Authors: | Cai, Zongwu ; Wang, Yunfei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 4-14
|
Subject: | Endogeneity | Misspecification test | Nearly integrated process | Predictive regression | Unit root | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
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