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Time Series Cointegration Tests and Nonlinearity

WILLIAM A. BARNETT

TRAVIS D. NESMITH

Functional Structure and Approximation in Econometrics

ISBN: 978-0-44450-861-4, eISBN: 978-1-84950-842-1

Publication date: 2 July 2004

Citation

BARNETT, W.A., JONES, B.E. and NESMITH, T.D. (2004), "Time Series Cointegration Tests and Nonlinearity", Barnett, W.A. and Binner, J.M. (Ed.) Functional Structure and Approximation in Econometrics (Contributions to Economic Analysis, Vol. 261), Emerald Group Publishing Limited, Leeds, pp. 549-567. https://doi.org/10.1108/S0573-8555(2004)0000261031

Publisher

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Emerald Group Publishing Limited

Copyright © 2004, Emerald Group Publishing Limited