Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance

by Gilles Dufrénot (Author), Valérie Mignon (Author)

New
Illustrated
2002
$180.68

These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc.

Synopsis

These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc.

$180.68

Quantity

20+ in stock

More Information

Format: Illustrated
Pages: 332
Edition: 2002
Publisher: Springer
Published: 01 Apr 2002
ISBN 10: 1402070292
ISBN 13: 9781402070297

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance

New

$180.68

Synopsis

$180.68

More Information