This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series, namely nonlinearity and nonstationarity. Papers on these topics have exploded over the last two decades, but they are rarely ex amined together. There is, undoubtedly, a variety of arguments that justify such a separation. But there are also good reasons that motivate their combination. People who are reluct...
You can specify the type of files you want, for your gadget.Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance | Gilles Dufrénot, Valérie Mignon. A good, fresh read, highly recommended.
