Essays about: "Nonlinear cointegration"

Found 1 essay containing the words Nonlinear cointegration.

  1. 1. Residual-based test for Nonlinear Cointegration with application in PPPs

    University essay from Högskolan Dalarna/Statistik

    Author : Dao Li; [2008]
    Keywords : Nonlinear cointegration; Common features; Regime transition; Residual-based test; Purchasing power parities;

    Abstract : Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. READ MORE