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- Publisher Website: 10.1016/j.jeconom.2018.08.002
- Scopus: eid_2-s2.0-85052813291
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Article: Model checks for nonlinear cointegrating regression
Title | Model checks for nonlinear cointegrating regression |
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Authors | |
Keywords | Cointegration Marked empirical process Model check Nonlinear regression Specification testing Weak convergence |
Issue Date | 2018 |
Publisher | Elsevier 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? |
Persistent Identifier | http://hdl.handle.net/10722/266460 |
ISSN | 2023 Impact Factor: 9.9 2023 SCImago Journal Rankings: 9.161 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wang, Q | - |
dc.contributor.author | Wu, D | - |
dc.contributor.author | Zhu, K | - |
dc.date.accessioned | 2019-01-18T08:20:05Z | - |
dc.date.available | 2019-01-18T08:20:05Z | - |
dc.date.issued | 2018 | - |
dc.identifier.citation | Journal of Econometrics, 2018, v. 207, p. 261-284 | - |
dc.identifier.issn | 0304-4076 | - |
dc.identifier.uri | http://hdl.handle.net/10722/266460 | - |
dc.language | eng | - |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jeconom | - |
dc.relation.ispartof | Journal of Econometrics | - |
dc.subject | Cointegration | - |
dc.subject | Marked empirical process | - |
dc.subject | Model check | - |
dc.subject | Nonlinear regression | - |
dc.subject | Specification testing | - |
dc.subject | Weak convergence | - |
dc.title | Model checks for nonlinear cointegrating regression | - |
dc.type | Article | - |
dc.identifier.email | Zhu, K: mazhuke@hku.hk | - |
dc.identifier.authority | Zhu, K=rp02199 | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1016/j.jeconom.2018.08.002 | - |
dc.identifier.scopus | eid_2-s2.0-85052813291 | - |
dc.identifier.hkuros | 296558 | - |
dc.identifier.volume | 207 | - |
dc.identifier.spage | 261 | - |
dc.identifier.epage | 284 | - |
dc.identifier.isi | WOS:000450377900001 | - |
dc.publisher.place | Netherlands | - |
dc.identifier.issnl | 0304-4076 | - |