Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance - Gilles Dufrenot - Books - Springer-Verlag New York Inc. - 9781402070297 - April 30, 2002
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Gilles Dufrenot
Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance 2002 edition

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These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc.

300 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 30, 2002
ISBN13 9781402070297
Publishers Springer-Verlag New York Inc.
Pages 300
Dimensions 155 × 235 × 19 mm   ·   644 g
Language English  

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