✦ LIBER ✦

Testing for Neglected Nonlinearity in Cointegrating Relationships

✍ Scribed by Andrew P. Blake; George Kapetanios

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rank Tests for Nonlinear Cointegration

✍ Breitung, Jörg 📂 Article 📅 2001 🏛 American Statistical Association 🌐 English ⚖ 296 KB

Rank Tests for Nonlinear Cointegration

✍ Jörg Breitung 📂 Article 📅 2001 🏛 American Statistical Association 🌐 English ⚖ 397 KB

TESTING FOR COINTEGRATION IN NONLINEAR S

✍ Kapetanios, George; Shin, Yongcheol; Snell, Andy 📂 Article 📅 2006 🏛 Cambridge University Press 🌐 English ⚖ 279 KB

Spurious rejection by cointegration test

✍ Cook, Steven 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 283 KB

Testing for neglected nonlinearity in re

✍ Christian M. Dahl; Gloria González-Rivera 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 302 KB

PURCHASING POWER PARITY WITH RANK TESTS

✍ Yu-shao Liu; Chi-wei Su 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 112 KB