propose a sufficient condition for summability of joint cumulants of stationary processes. We adapt a blocks of blocks …

propose the concept of summability (a re-scaled partial sum of the process being Op(1)) to handle non-linearities. The paper … evolution of the variance; (iii) controls the balancedness of non-linear relationships; (iv) opens the door to the concept of co-summability … intervals is analyzed via a Monte Carlo experiment. The paper finishes with the estimation of the degree of summability of the …

-integration, we formalise the idea of co-summability. It is built upon the concept order of summability developed by Berenguer …. Theoretically, a co-summable relationship is balanced -in terms of the variables involved having the same order of summability- and … describes a long run equilibrium that can be non-linear -in the sense that the errors have a lower order of summability. To test …