Advanced search

Found 1 essay matching the above criteria.

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

   University essay from 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