NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- 1 May 1991
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 12 (3), 207-224
- https://doi.org/10.1111/j.1467-9892.1991.tb00078.x
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Forecasting and testing in co-integrated systemsJournal of Econometrics, 1987