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The Bierens test for certain nonstationary models - MaRDI portal

The Bierens test for certain nonstationary models (Q736671)

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scientific article; zbMATH DE number 6609300
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English
The Bierens test for certain nonstationary models
scientific article; zbMATH DE number 6609300

    Statements

    The Bierens test for certain nonstationary models (English)
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    4 August 2016
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    Bierens test
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    consistent test
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    functional form misspecification
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    integrable models
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    local time
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    nonlinear cointegration
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    test of functional form
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    predictability of stock returns
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    unit root
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