Cointegration tests on MARS (Q1318307)

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scientific article; zbMATH DE number 540151

Language	Label	Description	Also known as
English	Cointegration tests on MARS	scientific article; zbMATH DE number 540151

Statements

scholarly article

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Cointegration tests on MARS (English)

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Peter S. Sephton

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Computational Economics

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publication date

27 March 1994

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MaRDI profile type

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Estimating Optimal Transformations for Multiple Regression and Correlation

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Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

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Co-Integration and Error Correction: Representation, Estimation, and Testing

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Forecasting and testing in co-integrated systems

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Multivariate adaptive regression splines

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NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES

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Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)

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Identifiers

zbMATH Open document ID

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10.1007/BF01299327

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1318307

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