TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (Q4496475)
From MaRDI portal
scientific article; zbMATH DE number 1490938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION |
scientific article; zbMATH DE number 1490938 |
Statements
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (English)
0 references
11 June 2001
0 references
cointegration
0 references
\(J\)-test
0 references
nonnested hypotheses
0 references
conditional model
0 references
encompassing
0 references
