Authors:
Karlsen, Hans Arnfinn
Myklebust, Terje
Tjøstheim, Dag
Citation: Karlsen, Hans Arnfinn et al., Nonparametric Estimation in a Nonlinear Cointegration Type Model, Annals of statistics , 35(1), 2007, pp. 252-299
Citation: Tjøstheim, Dag, Some notes on nonlinear cointegration: A partial review with some novel perspectives, Econometric reviews , 39(7), 2020, pp. 655-673