Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Year of publication: |
2000
|
---|---|
Authors: | Chao, John C. ; Swanson, Norman R. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 4.2000, 1, p. 42-72
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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