Nonlinear cointegration with mixing errors
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- Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004.
"Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective,"
Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.
- Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003. "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance 0309002, University Library of Munich, Germany.
- S. Chaouachi & G. Dufrenot & V.Mignon, 2003. "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," THEMA Working Papers 2003-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- repec:ebl:ecbull:v:3:y:2004:i:19:p:1-11 is not listed on IDEAS
- Mármol, Francesc & Aparicio, Felipe M., 1999. "A new instrumental variable approach for estimation and testing in fractional cointegrating regressions," DES - Working Papers. Statistics and Econometrics. WS 6298, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Gilles Dufrenot & Elisabeth Grimaud & Eugénie Latil & Valerie Mignon, 2008.
"Modelling The Slow Mean‐Reversion Of The Central And Eastern European Countries' Real Exchange Rates,"
Manchester School, University of Manchester, vol. 76(1), pages 21-43, January.
- Gilles Dufrenot & Elisabeth Grimaud & Eugenie Latil & Valerie Mignon, 2008. "Modelling the slow mean-reversion of the Central and Eastern European countries ' real exchange rates," Post-Print hal-00693052, HAL.
- Aparicio, Felipe M., 1997. "Searching for linear and nonlinear cointegration: a new approach," DES - Working Papers. Statistics and Econometrics. WS 6219, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Aparicio, Felipe M. & Escribano, Álvaro & Mármol, Francesc, 1999.
"A new instrumental variable approach for estimation and testing in fractional cointegrating regressions,"
DES - Working Papers. Statistics and Econometrics. WS
6298, Universidad Carlos III de Madrid. Departamento de Estadística.
- Aparicio, Felipe M. & Escribano, Álvaro & Mármol, Francesc, 1999. "A new instrumental variable approach for estimation and testing in fractional cointegrating regressions," DES - Working Papers. Statistics and Econometrics. WS 6292, Universidad Carlos III de Madrid. Departamento de Estadística.
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