Tests for Nonlinear Cointegration

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Tests for Nonlinear Cointegration

18.5.2005 at 18:49 | Publications

Forthcoming in Econometric Theory

With In Choi

PDF document (September 2008):http://www.valt.helsinki.fi/blogs/saikkonen/Choi_Saik_Revision2.pdf

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Professor Pentti Saikkonen

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Tests for Nonlinear Cointegration