By Qiying Wang
This ebook offers the restrict theorems that may be utilized in the improvement of nonlinear cointegrating regression. the themes comprise susceptible convergence to a neighborhood time method, vulnerable convergence to a mix of common distributions and vulnerable convergence to stochastic integrals. This publication additionally investigates estimation and inference thought in nonlinear cointegrating regression.
The center context of this ebook comes from the writer and his collaborator's present researches in earlier years, that is large sufficient to hide the information bases in nonlinear cointegrating regression. it can be used as a prime reference e-book for destiny researchers.
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