Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
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Published By Springer US

9781441952769, 9781475736151

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Nonlinear Equilibration, Cointegration and NEC Models

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance ◽

10.1007/978-1-4757-3615-1_4 ◽

2002 ◽

pp. 193-265

Author(s):

Gilles Dufrénot ◽

Valérie Mignon

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Introduction

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance ◽

10.1007/978-1-4757-3615-1_1 ◽

2002 ◽

pp. 1-43

Author(s):

Gilles Dufrénot ◽

Valérie Mignon

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Asymmetric and Threshold Nonlinear Error-Correction Models

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance ◽

10.1007/978-1-4757-3615-1_5 ◽

2002 ◽

pp. 267-286

Author(s):

Gilles Dufrénot ◽

Valérie Mignon

Keyword(s):

Error Correction ◽

Error Correction Models ◽

Nonlinear Error

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Are the Unit-Root Tests Adequate for Nonlinear Models?

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance ◽

10.1007/978-1-4757-3615-1_2 ◽

2002 ◽

pp. 45-115

Author(s):

Gilles Dufrénot ◽

Valérie Mignon

Keyword(s):

Unit Root ◽

Nonlinear Models ◽

Unit Root Tests

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Nonlinear Measures of Persistence in Time Series

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance ◽

10.1007/978-1-4757-3615-1_3 ◽

2002 ◽

pp. 117-192

Author(s):

Gilles Dufrénot ◽

Valérie Mignon

Keyword(s):

Time Series

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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Nonlinear Equilibration, Cointegration and NEC Models

Introduction

Asymmetric and Threshold Nonlinear Error-Correction Models

Are the Unit-Root Tests Adequate for Nonlinear Models?

Nonlinear Measures of Persistence in Time Series

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Latest Publications