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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance Gilles Dufrenot 2002 edition
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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Gilles Dufrenot
These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc.
300 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 30, 2002 |
| ISBN13 | 9781402070297 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 300 |
| Dimensions | 155 × 235 × 19 mm · 644 g |
| Language | English |
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