Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (Q3160933)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity |
scientific article |
Statements
Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (English)
0 references
11 October 2010
0 references
noncentral \(\chi^{2}\) distribution
0 references
nonlinear cointegration
0 references
RESET test
0 references
specification test
0 references
