A note on nonlinear cointegration, misspecification, and bimodality
Year of publication: |
2014
|
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Authors: | Medeiros, Marcelo C. ; Mendes, Eduardo F. ; Oxley, Les |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 7, p. 713-731
|
Subject: | Asymptotic theory | Bimodality | Cointegration | Misspecification | Nonlinearity | Kointegration | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis |
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