Limit Theorems for Nonlinear Cointegrating Regression - download pdf or read online

By Qiying Wang

ISBN-10: 9814675628

ISBN-13: 9789814675628

This publication presents the restrict theorems that may be utilized in the improvement of nonlinear cointegrating regression. the themes contain vulnerable convergence to an area time strategy, vulnerable convergence to a mix of basic distributions and vulnerable convergence to stochastic integrals. This e-book additionally investigates estimation and inference conception in nonlinear cointegrating regression.

The center context of this ebook comes from the writer and his collaborator's present researches in previous years, that's huge adequate to hide the information bases in nonlinear cointegrating regression. it can be used as a first-rate reference ebook for destiny researchers.

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Limit Theorems for Nonlinear Cointegrating Regression (Nonlinear Time Series and Chaos) by Qiying Wang

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