Nonlinear econometric models with cointegrated and deterministically trending regressors

• 1 June 2001
• journal article
• Published by Oxford University Press (OUP) in The Econometrics Journal
• Vol. 4  (1) , 1-36
• https://doi.org/10.1111/1368-423x.00054

Abstract

Keywords

• NONLINEAR REGRESSIONS
• INTEGRATED TIME SERIES
• NONLINEAR LEAST SQUARES
• BROWNIAN MOTION
• BROWNIAN LOCAL TIME.

All Related Versions

• Version 1, RePEc (Unconfirmed version)