Some notes on nonlinear cointegration: A partial review with some novel perspectives
Econometric Reviews, 2020, vol. 39, issue 7, 655-673
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.
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