Synthesize
发表于 2025-3-23 10:12:12
https://doi.org/10.1007/978-1-4757-3615-1cointegration; econometrics; economics; financial markets; integration; macroeconomics; modeling; time seri
刻苦读书
发表于 2025-3-23 16:44:16
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召集
发表于 2025-3-23 21:57:38
Nonlinear Measures of Persistence in Time Series, consider the properties of ergodicity, trend-stationary models (either deterministic or stochastic), and semi-stationarity (for processes that are locally nonstationary although globally stationary). However, as shown in the preceding chapter, some of the commonly used approaches perform poorly whe
忘川河
发表于 2025-3-24 00:12:02
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小隔间
发表于 2025-3-24 04:44:26
Asymmetric and Threshold Nonlinear Error-Correction Models,roeconomic variables are subject to asymmetric dynamics for several reasons. Firstly, business cycles are asymmetric in nature (an old idea already suggested in Burns and Mitchell (1946) works) and this is illustrated by the fact that recessions last longer periods than expansions or recoveries. Sec
进取心
发表于 2025-3-24 10:01:25
Nonlinear Equilibration, Cointegration and NEC Models,e trading, market segmentation, .. These imply a speed of adjustment of prices that is not constant through time and a nonlinear correcting mechanism. Although the concept of cointegration is quite new in the literature, much work has been done in the recent years on the topic.
多样
发表于 2025-3-24 11:32:29
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Pericarditis
发表于 2025-3-24 14:50:56
Asymmetric and Threshold Nonlinear Error-Correction Models,on credit, good and labor markets that affect the dynamics of the economy. All these phenomena have been extensively investigated in the literature, but the links between asymmetry and NEC models have been studied in only a few papers.
领巾
发表于 2025-3-24 22:33:54
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Negotiate
发表于 2025-3-25 03:01:54
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