Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes
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More about this item
Keywords
Co-integration;JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-07-21 (Econometrics)
- NEP-ORE-2011-07-21 (Operations Research)
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