Some notes on nonlinear cointegration: A partial review with some novel perspectives
Journal article, Peer reviewed
Published version
Åpne
Permanent lenke
https://hdl.handle.net/11250/2766828Utgivelsesdato
2020Metadata
Vis full innførselSamlinger
- Department of Mathematics [932]
- Registrations from Cristin [9481]
Sammendrag
Some recent work on the analysis of nonlinear and nonstationary time series models is reviewed. A couple of novel results are obtained in extending nonlinear cointegrating regression models to a time series situation. All through the paper focus is on aspects that could lead to a more well-defined concept of nonlinear cointegration.