Nonlinear error correction models

Journal of Time Series Analysis

Volumn 23, Issue 5, 2002, Pages 509-522

  Escribano, Alvaro ^a   Mira, Santiago ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Cointegration; Near epoch dependence; Nonlinear error correction

Indexed keywords

EID: 0039488291     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00276     Document Type: Article

References (31)

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