Model checks for nonlinear cointegrating regression-Reference-Cited by-同舟云学术

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Model checks for nonlinear cointegrating regression

Published:2018-12 Issue:2 Volume:207 Page:261-284
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Wang Qiying,Wu Dongsheng,Zhu Ke

Funder

Australian Research Council

NSFC

Research Grants Council of the Hong Kong SAR Government

Seed Fund for Basic Research

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference42 articles.

1. Consistent autoregressive spectral estimates;Berk;Ann. Statist.,1974

2. A consistent conditional moment test of functional form;Bierens;Econometrica,1990

3. Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence;Buchmann;Ann. Statist.,2007

4. Uniform convergence for non-parametric estimators with nonstationary data;Chan;Econometric Theory,2014

5. Nonlinear regression with nonstationary time series;Chan;J. Econometrics,2015

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