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This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression.
The core context of this book comes from the author and his collaborator's current researches in past years, which is wide enough to cover the knowledge bases in nonlinear cointegrating regression. It may be used as a main reference book for future researchers.
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Edition | Availability |
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1
Limit Theorems For Nonlinear Cointegrating Regression
July 3, 2015, WPSC, WSPC
Paperback; Hardcover
in English
- First edition
9814675628 9789814675628
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2
Limit Theorems for Nonlinear Cointegrating Regression
2015, World Scientific Publishing Co Pte Ltd
in English
9814675644 9789814675642
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Includes bibliographical references and index.
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Feedback?August 4, 2020 | Edited by ImportBot | import existing book |
July 25, 2020 | Edited by Kaustubh Chakraborty | Added new book |
July 25, 2020 | Created by Kaustubh Chakraborty | Added new book. |