Cushman, David - In: Studies in Nonlinear Dynamics & Econometrics 6 (2007) 1, pp. 1003-1003
stationary around nonlinear deterministic trends (Perron, 1989, 1990, Bierens, 1997). This paper investigates this for four … with drift (constant, linear, or nonlinear) can be rejected in favor of nonlinear trend stationarity for the variables …. Then, Bierens' (2000) nonlinear co-trending test finds two common nonlinear trends among the variables. The trends are …