Some notes on nonlinear cointegration: A partial review with some novel perspectives

dc.contributor.author	Tjøstheim, Dag Bjarne
dc.date.accessioned	2021-08-06T13:13:25Z
dc.date.available	2021-08-06T13:13:25Z
dc.date.created	2021-02-11T21:15:28Z
dc.date.issued	2020
dc.identifier.issn	0747-4938
dc.identifier.uri	https://hdl.handle.net/11250/2766828
dc.description.abstract	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.	en_US
dc.language.iso	eng	en_US
dc.publisher	Taylor & Francis	en_US
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.title	Some notes on nonlinear cointegration: A partial review with some novel perspectives	en_US
dc.type	Journal article	en_US
dc.type	Peer reviewed	en_US
dc.description.version	publishedVersion	en_US
dc.rights.holder	Copyright 2020 The Authors	en_US
cristin.ispublished	true
cristin.fulltext	original
cristin.qualitycode	1
dc.identifier.doi	10.1080/07474938.2020.1771900
dc.identifier.cristin	1889000
dc.source.journal	Econometric Reviews	en_US
dc.source.pagenumber	655-673	en_US
dc.identifier.citation	Econometric Reviews. 2020, 39 (7), 655-673.	en_US
dc.source.volume	39	en_US
dc.source.issue	7	en_US

Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal