Some notes on nonlinear cointegration: A partial review with some novel perspectives
Author:
Affiliation:
1. Department of Mathematics, University of Bergen, Bergen, Norway
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474938.2020.1771900
Reference61 articles.
1. Nonlinear Econometric Models with Deterministically Trending Variables
2. Threshold Cointegration
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4. A New Class of Bivariate Threshold Cointegration Models
5. Functional-coefficient models for nonstationary time series data
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