Nonlinear estimation using estimated cointegrating relations

Journal of Econometrics

Volumn 101, Issue 1, 2001, Pages 109-122

  De Jong, Robert M ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Cointegration; Nonlinearity; Time series; Unit root

Indexed keywords

EID: 0347608199     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00075-0     Document Type: Article

References (22)

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