Nonlinear stochastic trends

DOI10.1016/S0304-4076(97)00034-1zbMath0944.62122OpenAlexW2070232471MaRDI QIDQ1372923

Clive W. J. Granger, Tomoo Inoue, Norman Morin

Publication date: 24 September 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00034-1

zbMATH Keywords

cointegrationnonlinear error-correction modelnonlinear growth process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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