Likelihood-based inference for cointegration with nonlinear error-correction

Erhverv og økonomi

• Asymptotic Normality 25%
• Asymptotic Theory 25%
• Cointegration 99%
• Deterministic Trend 26%
• Ergodicity 27%
• Estimator 15%
• Inference 47%
• Maximum Likelihood 19%
• Non-linear Error Correction 100%
• Normality 21%
• Representation Theorem 27%
• Short-run 14%
• Simulation Study 18%
• Smooth Transition Models 29%
• Stochastic Trend 51%
• Transfer Function 25%
• Vector Error Correction Model 20%