Complex Systems in Finance and Econometrics

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Econometrics: Non-linear Cointegration

  • Juan-Carlos Escanciano
  • Alvaro Escribano
Reference work entry

Article Outline


Definition of the Subject


Linear Measures of Memory and Linear Error Correction Models

Nonlinear Error Correction (NEC) Models

Nonlinear Cointegration

Future Directions



Ordinary Little Square Cointegration Test Money Demand Error Correction Model Error Correction Term 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Springer-Verlag 2009

Authors and Affiliations

  • Juan-Carlos Escanciano
    • 1
  • Alvaro Escribano
    • 2
  1. 1.Department of EconomicsIndiana UniversityBloomingtonUSA
  2. 2.Department of EconomicsUniversidad Carlos III de MadridMadridSpain