Jump to main content

yr 〜
yr

Search results 3

Testing for Linearity in Regressions with I(1) Processes

Testing for Linearity in Regressions with I(1) Processes
Digital文書・図像類
ARAI, YoichiGRIPS Policy Research Center2015-08-12GRIPS Discussion PapersDP15-11
Other Libraries in Japan
  • Summary, etc....ternatives and no cointegration. The proposed ......ternatives and no cointegration. Finite-sample......nlinearity and no cointegration.
  • Subject HeadingCointegration I(1) processes No cointegration Nonlinear cointegration RESET...

Testing for the Null Hypothesis of Cointegration with Structural Breaks

Testing for the Null Hypothesis of Cointegration with Structural Breaks
Paper文書・図像類
Arai, Yoichi, Kurozumi, Eiji日本経済国際共同センター2005-02Discussion paper series. CIRJE-FCIRJE-F-319
Other Libraries in Japan
  • Subject Heading...ed time series No cointegration Structural breaks JEL Classif...

Testing for Linearity in Regressions with I (1) processes

Testing for Linearity in Regressions with I (1) processes
Paper文書・図像類
Arai, Yoichi日本経済国際共同センター2004-10Discussion paper series. CIRJE-F2004-CF-303
Other Libraries in Japan
  • Subject HeadingCointegration I(1) processes No cointegration Nonlinear cointegration RESET...

Reached to the end of result.

RSS