Some notes on nonlinear cointegration: A partial review with some novel perspectives
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DOI: 10.1080/07474938.2020.1771900
Abstract: 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… read more here.
Keywords: review novel; cointegration partial; cointegration; partial review ... See more keywords