Stability results for nonlinear error correction models

Journal of Econometrics

Volumn 127, Issue 1, 2005, Pages 69-81

  Saikkonen, Pentti ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Cointegration; Mixing; Nonlinear error correction; Nonstationarity; Stationarity

Indexed keywords

MARKOV PROCESSES; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; THEOREM PROVING; VECTORS;

COINTEGRATION; NONLINEAR ERROR CORRECTION; NONSTATIONARITY; STATIONARITY;

ERROR CORRECTION;

EID: 15944363845     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.03.001     Document Type: Article

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