Nonparametric Testing for Linearity in Cointegrated Error-Correction Models

DOI10.2202/1558-3708.1598zbMath1229.91273OpenAlexW1567206177MaRDI QIDQ3081593

Byeongseon Seo

Publication date: 9 March 2011

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1598

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Economic time series analysis (91B84)

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