| Author | Gilles Dufrenot , Valerie Mignon , Valirie Mignon |
| Format | Hardcover |
| ISBN | 9781402070297 |
| Publisher | Kluwer Academic Publishers |
| Manufacturer | Kluwer Academic Publishers |
Provides insights on nonlinear cointegration and error correction models. This book seeks to bring together developments on the subject that are scattered throughout the literature. It demonstrates the importance of NECM models for studying partial adjustment problems in macroeconomics and the efficient market hypothesis in finance.
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