Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance /

This book provides new insights on nonlinear cointegration and error correction models. It seeks to bring together recent developments on the subject that are, up until today, scattered throughout the literature. The authors demonstrate the importance of NECM models for studying partial adjustment p...

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Bibliographic Details

Main Author:	Dufrénot, Gilles
Corporate Author:	SpringerLink (Online service)
Other Authors:	Mignon, Valérie
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 2002.
Subjects:	Economics. Econometrics. International economic relations. Macroeconomics. Electronic books.
Online Access:	Connect to the full text of this electronic book