Dynamic misspecification in nonparametric cointegrating regression
type: Item
instance of: scholarly article
title: Dynamic misspecification in nonparametric cointegrating regression
zbMATH Open document ID: 1443.62270
author: Ioannis Kasparis
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/1975
full work available at URL: S0304407612000474
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714700
zbMATH Keywords: dynamic misspecification
zbMATH Keywords: functional regression
zbMATH Keywords: integrable function
zbMATH Keywords: integrated process
zbMATH Keywords: linearity test
zbMATH Keywords: local time
zbMATH Keywords: misspecification
zbMATH Keywords: mixed normality
zbMATH Keywords: nonlinear cointegration
zbMATH Keywords: nonparametric regression
MaRDI profile type: Publication
OpenAlex ID: W3123551069
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DOI: 10.1016/J.JECONOM.2012.01.037
description: scientific article; zbMATH DE number 6714700