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Article: Model checks for nonlinear cointegrating regression

TitleModel checks for nonlinear cointegrating regression
Authors
Wang, QWu, DZhu, K
KeywordsCointegration
Marked empirical process
Model check
Nonlinear regression
Specification testing
Weak convergence
Issue Date2018
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom
Citation
Journal of Econometrics, 2018, v. 207, p. 261-284 How to Cite?
DOI: http://dx.doi.org/10.1016/j.jeconom.2018.08.002
Persistent Identifierhttp://hdl.handle.net/10722/266460
ISSN
0304-4076
2021 Impact Factor: 3.363
2020 SCImago Journal Rankings: 3.769
ISI Accession Number ID
WOS:000450377900001

 

DC FieldValueLanguage
dc.contributor.authorWang, Q-
dc.contributor.authorWu, D-
dc.contributor.authorZhu, K-
dc.date.accessioned2019-01-18T08:20:05Z-
dc.date.available2019-01-18T08:20:05Z-
dc.date.issued2018-
dc.identifier.citationJournal of Econometrics, 2018, v. 207, p. 261-284-
dc.identifier.issn0304-4076-
dc.identifier.urihttp://hdl.handle.net/10722/266460-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom-
dc.relation.ispartofJournal of Econometrics-
dc.subjectCointegration-
dc.subjectMarked empirical process-
dc.subjectModel check-
dc.subjectNonlinear regression-
dc.subjectSpecification testing-
dc.subjectWeak convergence-
dc.titleModel checks for nonlinear cointegrating regression-
dc.typeArticle-
dc.identifier.emailZhu, K: mazhuke@hku.hk-
dc.identifier.authorityZhu, K=rp02199-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.jeconom.2018.08.002-
dc.identifier.scopuseid_2-s2.0-85052813291-
dc.identifier.hkuros296558-
dc.identifier.volume207-
dc.identifier.spage261-
dc.identifier.epage284-
dc.identifier.isiWOS:000450377900001-
dc.publisher.placeNetherlands-
dc.identifier.issnl0304-4076-

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