TESTS FOR NONLINEAR COINTEGRATION

DOI10.1017/S0266466609990065zbMath1191.62147OpenAlexW2000570630MaRDI QIDQ3577698

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Publication date: 23 July 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609990065

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) General nonlinear regression (62J02) Monte Carlo methods (65C05)

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