Nonlinear error correction models
type: Item
instance of: scholarly article
title: Nonlinear error correction models
zbMATH Open document ID: 1062.62169
DOI: 10.1111/1467-9892.00276
author: Alvaro Escribano
author: Santiago Mira
published in: Journal of Time Series Analysis
publication date: 2005-05-20T00:00:00Z
full work available at URL: http://hdl.handle.net/10016/2568
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 2169582
zbMATH Keywords: cointegration
zbMATH Keywords: nonlinear error correction
zbMATH Keywords: near epoch dependence
MaRDI profile type: Publication
OpenAlex ID: W3125543913
cites work: Spurious regressions in econometrics
cites work: Statistical analysis of cointegration vectors
cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
cites work: Understanding spurious regressions in econometrics
cites work: Deciding between I(1) and I(0)
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description: scientific article; zbMATH DE number 2169582