Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429)

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Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
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    Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (English)
    Cointegration
    Linear stochastic comovement
    Markov processes
    Nonlinearities

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