Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Edition: 1 edition
Publisher: Springer
Published: April 30, 2002
Language: eng
Format: Hardcover
Number of pages: 332
ISBN-13: 9781402070297
Subjects: Macroeconomics; Economics - Macroeconomics; Mathematical Economics; Business & Economics; Business / Economics / Finance; Nonlinear theories; Computer Books: General; Finance; Econometrics; Business & Economics / Econometrics; Business & Economics / Finance; Business & Economics : Econometrics; Business & Economics : Economics - Macroeconomics; Economics - General
First sentence: Over the past few years, the combination of the two hypotheses of nonlinearity and nonstationarity has become an interesting challenge to econometricians, for both economic and econometric reasons.