Limit Theorems for Nonlinear Cointegrating Regression

by Qiying Wang

This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression.The core context of this book comes from the author and his collaborator's current...

• Format: Hardcover
• Language: English
• ISBN: 9814675628
• ISBN13: 9789814675628
• Release Date: August 2015
• Publisher: World Scientific Publishing Company
• Length: 272 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.8" x 6.0" x 9.1"