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Some notes on nonlinear cointegration: A partial review with some novel perspectives
Econometric Reviews ( IF 0.8 ) Pub Date : 2020-06-17 , DOI: 10.1080/07474938.2020.1771900
Dag Tjøstheim 1
Affiliation  

Abstract Some recent work on the analysis of nonlinear and nonstationary time series models is reviewed. A couple of novel results are obtained in extending nonlinear cointegrating regression models to a time series situation. All through the paper focus is on aspects that could lead to a more well-defined concept of nonlinear cointegration.

中文翻译:

关于非线性协整的一些说明:一些新颖观点的部分评论

摘要 回顾了非线性和非平稳时间序列模型分析的一些最新工作。在将非线性协整回归模型扩展到时间序列情况时,获得了一些新的结果。整篇论文的重点是可能导致更明确定义的非线性协整概念的方面。
更新日期:2020-06-17
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