Nonlinear stochastic trends
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- Kersting, Götz, 1992. "A law of large numbers for stochastic difference equations," Stochastic Processes and their Applications, Elsevier, vol. 40(1), pages 1-13, February.
- Corradi, V. & Swanson, N. & White, H., 1996.
"Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes,"
4-96-6, Pennsylvania State - Department of Economics.
- Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000. "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, May.
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