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Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
Dennis Kristensen,
Anders Rahbek
Department of Economics
10
Citations (Scopus)
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Dive into the research topics of 'Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models'. Together they form a unique fingerprint.
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Business & Economics
Vector Error Correction Model
100%
Cointegration
80%
Testing
77%
Inference
76%
Linearity
58%
Non-linear Error Correction
40%
Estimator
36%
Bootstrap
32%
Sample Size
31%
Asymptotic Theory
30%
Finite Sample Properties
29%
Test Statistic
24%
Hypothesis Testing
23%
Simulation Study
22%
Integral
19%
Social Sciences
hypothesis testing
21%
simulation
14%
statistics
13%
literature
7%