Specification Testing for Nonlinear Multivariate Cointegrating Regressions

This paper considers a general model specification test for nonlinear multivariate cointegrating regressions where the regressor consists of a univariate integrated time series and a vector of station

Monash University Figshare2026-02-11 更新00

Bounds test for the nonlinear cointegration.

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Multivariate Regression Tests.

The variance inflation factors are for model 3. The t-statistics are in parentheses. The numbers without parenthesis are the standardized beta coefficients for each variable.**Statistical significance

Figshare2015-12-02 更新00