scientific article; zbMATH DE number 1825545

zbMath1007.62098MaRDI QIDQ4781193

Valérie Mignon, Gilles Dufrénot

Publication date: 11 November 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

unit rootsnonlinear cointegrationbilinear modelsADF testsnonlinear equilibrationthreshold nonlinear error-correction models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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