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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
  • Subject HeadingCointegration I(1) processes No cointegration Nonlinear cointegration RESET test

Nonparametric LAD Cointegrating Regression

Nonparametric LAD Cointegrating Regression
Digital文書・図像類
Honda, ToshioInstitute of Economic Research, Hitotsubashi University2011-10
Available onlineOther Libraries in Japan
  • Summary, etc....stimation in a nonlinear cointegration model whose regressor and dep...
  • Subject HeadingNonlinear cointegration Integrated process Local time...

Bayesian Analysis of Markov Switching Vector Error Correction Model

Bayesian Analysis of Markov Switching Vector Error Correction Model
Digital文書・図像類
杉田, 勝弘Graduate School of Economics, Hitotsubashi University2006-11
Available onlineOther Libraries in Japan
  • Subject HeadingBayesian inference Nonlinear cointegration Markov switching model Gibbs ...

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 Heading... cointegration Nonlinear cointegration RESET test JEL Classification...

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