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Inhaltszusammenfassung
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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance formatIsbn:Softcover - 9781441952769 InhaltszusammenfassungThis book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series, namely nonlinearity and nonstationarity. Papers on these topics have exploded over the last two decades, but they are rarely ex amined together. There is, undoubtedly, a variety of arguments that justify such a separation. But there are also good reasons that motivate their combination. People
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