Gilles Dufrenot
Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance Gilles Dufrenot Softcover reprint of hardcover 1st ed. 2002 edition

Name: Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
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Author: Gilles Dufrenot

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Hardcover Book

2002 edition

(2002) $ 106.49

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance

Gilles Dufrenot

Softcover reprint of hardcover 1st ed. 2002 edition

These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc.

328 pages, biography

Media	Books Paperback Book (Book with soft cover and glued back)
Released	December 7, 2010
ISBN13	9781441952769
Publishers	Springer-Verlag New York Inc.
Pages	300
Dimensions	150 × 220 × 10 mm · 499 g
Language	English